Create a Security Group in Microsoft Entra

Login to Azure Portal and navigate to Microsoft Entra ID

Navigae to Groups under 'Manage' section

Click on 'New group'

Select the group type as 'Security' and give a name and description to the group. Add the users as members of the security group (you can add/modify members later as well as per requirement). Click on 'Create' once done.

Once the security group is created, note the Object ID of the group