I'm having trouble getting this going, as well. Everything connects in the CloudLink section, and as you note, we set up the permissions in our Azure/365 tenant as per Mitel's instructions but we get the insufficient permissions error as well. NuPoint Advanced UM voicemail-to-e-mail is the bigger concern as that is high value for a lot of our users, so we'll be opening a case with our Mitel re-seller this week to check into it. (Microsoft will permanently disable basic authentication by 1/1/23, so we need this fixed by then.)
I'll come back and update this thread if we get it figured out.