Login into Microsoft MFA set up portal, then click "Security Info"

Click "Add Method

Click "Add" 

Click "I want to use a different authenticator app" (Do not click Next")

Now, click "Next"

Keep this window open, and do NOT click "Next" yet.

Then, follow the instruction below to program your SafeID token with the QR code

After you have successfully programmed the token with the QR code, you can return to the browser window.

Click "Next

Use the SafeID/Diamond token that you just programmed to generate a passcode, then enter the passcode in the above window

Click "Next"

A new method called "Authenticator app" is now added into your account, as shown above.