Azure – Grafana + Synapse Serverless via Microsoft SQL Server: External table is not accessible because content of directory cannot be listed

I have found one way to achieve this, though I am not sure if this is the 'best way':

After the Synapse Workspace is set up, I open Synapse Studio's Develop tab and run below SQL script:

CREATE DATABASE pqdatalakedb;
GO


USE pqdatalakedb;
GO


CREATE MASTER KEY ENCRYPTION BY PASSWORD = 'XYZStrongPassWordabc123@**1231';
GO


CREATE DATABASE SCOPED CREDENTIAL my_credential
WITH
    IDENTITY = 'Managed Identity';
GO


CREATE EXTERNAL DATA SOURCE ParquetDataLake
WITH (
    LOCATION = 'https://<output-storage-account>.dfs.core.windows.net/<output-container>',
    CREDENTIAL = my_credential
);
GO

After this, I can authenticate with Synapse within Grafana using the Microsoft SQL Server data source using the user sqlserveradmin and the password I created. For endpoint I use the Synapse serverless SQL endpoint and for database I use pqdatalakedb.

In my queries I can now use T-SQL in Grafana panels as e.g. below:

SELECT
   DATEADD(SECOND, DATEDIFF(SECOND, '2000', t) / 5 * 5, '2000') AS time,
   AVG(<signal>) AS avg_signal
FROM
   OPENROWSET(
         BULK '<deviceid>/<message>/*/*/*/*',
         DATA_SOURCE = 'ParquetDataLake',
         FORMAT = 'PARQUET'
   ) AS r
WHERE
   CONCAT(r.filepath(1), '-', r.filepath(2), '-', r.filepath(3)) BETWEEN '<yyyy-MM-dd>' AND '<yyyy-MM-dd>'
   AND
   t BETWEEN '<yyyy-MM-dd HH:mm:ss>' AND '<yyyy-MM-dd HH:mm:ss>'
GROUP BY
   DATEDIFF(SECOND, '2000', t) / 5
ORDER BY
   time
OFFSET 0 ROWS

I do feel, however, that there must be a simpler/better way to do this, i.e. by somehow correctly assigning the proper role to my sqlserveradmin user. But I seem unable to figure that route out - any inputs are welcome.

Note: In my efforts I did seem to manage to somehow provide my sqlserveradmin the right access/role since I did manage to authenticate in Grafana using master as the database and directly refer to the full path in my queries (as illustrated below). But when I create a new Synapse workspace I seem unable to replicate that change, unfortunately, so I am not sure what the correct steps to take are. It seems this would be a cleaner/simpler solution, however:

...
FROM
   OPENROWSET(
         BULK 'https://<output-storage-account>.dfs.core.windows.net/<output-container>/<deviceid>/<message>/*/*/*/*',
         FORMAT = 'PARQUET'
   ) AS r
...