If this is a fresh new environment, those service principals will be missing. The easy way to address this is to connect via the Graph PowerShell/Graph SDK for PowerShell as any user, which in turn will result in provisioning the corresponding service principal. After that, you can follow the steps in the article above.
Do note that this effectively grants some permissions on the tenant level. If you want to be more thorough, you can grant access just to the desired users by following the instructions here: https://www.michev.info/blog/post/6080/how-to-manage-entra-id-delegate-permissions-for-specific-users