I'm glad that your issue is resolved and thank you for posting your solution so that others experiencing the same thing can easily reference this! Since the Microsoft Q&A community has a policy that "The question author cannot accept their own answer. They can only accept answers by others Opens in new window or tab", I'll repost your solution in case you'd like to "Accept Opens in new window or tab" the answer.
issue:
How to assign the IAM role for a specific key which created in Azure Key Vault using Azure SDK for GO.
solution:
Used below package and method for achieving the scenario.
https://beta.pkg.go.dev/github.com/Azure/azure-sdk-for-go/sdk/resourcemanager/authorization/armauthorization/v2#section-readme
If I missed anything please let me know and I'd be happy to add it to my answer, or feel free to comment below with any additional information.
I hope this helps!
If you have any other questions, please let me know. Thank you again for your time and patience throughout this issue.
Thanks,
Navya.
Please "Accept the answer" if the information helped you. This will help us and others in the community as well.