Apple Mail can not access Office365 shared mailbox with MFA

Hi, we have recently had our Exchange Security Settings default to include multi-factor authentication organisation wide. We can no longer access Shared Mailboxes with Apple Mail. We keep getting the error "Unable to verify account name or password".

I assume this is because we can not trigger the Microsoft Authenticator for approval linked to our individual company email accounts.

Is there a way around this when setting up our account access other than changing to Microsoft Outlook?