Azure SQL programmatic access

I work with a team of statisticians who would like to programmatically access an Azure SQL database via R/R Studio without human interaction. Access is setup currently with Microsoft Entra with MFA. The team ideally want to run their R script and connect to the database, without having to be there to enter their login credentials and MFA, can this be done via a key or SAS token? What is the best or recommended method to do this?

Thank you.

Z