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Generally speaking, if your scenario is primarily Purview focused, you should be using the Role Groups therein, especially if you are concerned about the principal of least privilege. While Entra role such as the Compliance administrator one do "map" against Purview Role Groups, they are much less granular in comparison. That said, the level of granularity/RBAC controls in Purview are a bit limited if compared to the Exchange Online RBAC story.
If you plan to leverage service principals, you can assign the corresponding Purview permissions via PowerShell, the UI does not currently support this (but will show already existing assignments to SPs). Here's a sample article that walks you over the process for the case of eDiscovery permissions: https://learn.microsoft.com/en-us/graph/security-ediscovery-appauthsetup