The SharePoint PnP module is a handy way to get access to more granular aspects of the SharePoint Online that the standard administration modules doesn’t. You’ll find more details about the module here:
I’ve created a free script to allow you to connect to SharePoint Online PnP that supports MFA logins. You’ll find the script here:
https://github.com/directorcia/Office365/blob/master/o365-connect-pnp.ps1
When you run this script it will firstly connect to Microsoft Online so it can determine what the correct name of your tenant is. Next, it will use this to connect to the SharePoint Online administration service to determine all the SharePoint sites you have in your tenant. It will then allow you to select from a list of all these site after which it will connect to your selection using SharePoint PnP.
The first time a connection is made to SharePoint PnP it will require you to accept a swag of permissions as shown above. These are required to allow SharePoint PnP to perform it administration role, so you’ll need to accept these. You’ll only need to this once for each user that needs to use SharePoint PnP PowerShell.
Once connected you can perform any of the SharePoint PnP commands: