This page will describe how to create an AZ Entra ID Group correctly and assign it to users.
Creating A Group
Head over to Entra ID Groups on Azure Portal using this link. If you already have a group, please feel free to jump to the next step.
Click on the New Group button.
Select Microsoft 365 for the group type and give it a unique name. Then click on the create button to create the group.
Search for your newly created group and click on it.
Now click on View group members button
You can assign users that should be allowed to access the database, by clicking on the Add members button.
Search and select all the users that you want to share the database access with, once done click on the Select button to save your changes. It can take a few minutes for your changes to appear in the group member list.
Being a group owner does not mean you will have access to the database as well, you should consider adding yourself to the members list as well.