Can't setup MFA on Azure personal account

I'm unable to use the az cli with a personal account because of MFA requirements.

I have a free trial of Azure which I'm using for some basic testing. I'd like to deploy some Bicep from az cli, when I do I get:

AADSTS50076: Due to a configuration change made by your administrator, or because you moved to a new location, you must use multi-factor authentication to access 'subscription GUID'.

The docs say to go to Per-user multifactor authentication and enable MFA.

I did this, but I can't set it up. Trying to login to https://aka.ms/MFASetup gives:
You can't sign in here with a personal account. Use your work or school account instead.

My personal account is the only user on the tenant. There is no other account I can use and I'm prevented from setting up MFA on it.