The #AzureAD admin experience in the new Azure portal is now in public preview!
I thought I would give it a try out with the AX7 by registring the native application on Azure AD.
See wiki and search half way in the page for Register a native application with AAD
https://ax.help.dynamics.com/en/wiki/dynamics-ax-7-services-technical-concepts-guide/
Navigate to the Azure AD in the new Portal. Click on App registrations.
Create a Native App and enter a Redirect URI.
Click on the Required permissions and select Microsoft Dynamics ERP. Then select the 3 delegated permissions.
Should look like this at the end.