Microsoft Authentication Library (MSAL) for Python makes it easy to authenticate to Microsoft Entra ID. General docs are available here https://learn.microsoft.com/entra/msal/python/ Stable APIs are documented here https://msal-python.readthedocs.io. Questions can be asked on www.stackoverflow.com with tag "msal" + "python".
"For now, sending confirmation key req_cnf is supported on /token endpoint only. Only need to support asym keys, thought it is up to the client to format the key. The SDK should just pass it along and then use it to lookup cached tokens. Think if it as extra scope." -- Y. R.
UPDATE on Nov 2022: On hold. New internal doc.