Can't run diagnostics on an M1 MacBook Pro

I found this support document

https://support.apple.com/en-us/HT202731

with this information

Apple silicon

1. Turn on your Mac and continue to press and hold the power button as your Mac starts up.
2. Release when you see the startup options window, which includes a gear icon labeled Options.
3. Press Command (⌘)-D on your keyboard.

Unfortunately I could not get this to work for me. Cmd-D did nothing when I saw Options or after I opened Options.

Is it possible to run diagnostics on an M1 MBP?

Thanks very much.