Well, the simplest solution would be just to pass an explicit user to get_user, like gr$get_user("yourusername@yourdomain.com"). This should let you keep your existing app registration, assuming you have all the proper permissions granted.
If you want to use gr$get_user("me"), you'll need to create an app with an authentication redirect so that you can sign in as yourself. It's probably easiest to do this in the Azure portal.
Go to Azure Active Directory, and click on the "App registrations" tab:
In the pane on the right, click on "New registration" and add a custom redirect to http://localhost:1410 :
Use the app ID for your new registered app to login to AzureGraph. You'll be prompted to authenticate with AAD when you run create_graph_login().