This is a "documentation bug", and I wasn't exactly sure if I should label it as a BUG, but here we are.
Reporting an Issue or Missing Feature
The screenshots and instructions for manual setup no longer match the flow through the App Registration process.
I was walking through this with an MSP today, and we had to make it up as we went a little.
Expected behavior
The doc should be right!
Actual behavior
The doc should be updated. I can take a crack at it. I had changed the text from PnP.Rocks to PnP.PowerShell, but the images still say PnP.Rocks, so it's an opportunity to fix that as well.