You can try something like this:
New-AddressList -Name GroupBased -RecipientFilter {(MemberOfGroup -eq "CN=DG,OU=tenant.onmicrosoft.com,OU=Microsoft Exchange Hosted Organizations,DC=EURPR03A001,DC=prod,DC=outlook,DC=com") -and (RecipientType -eq "UserMailbox") -and (Alias -ne $null)}
where you need to provide the DistinguishedName value for the group.