The main recommendation regarding this is to setup Conditional Access Policies. Create a policy targeting specific users or groups as well as specific cloud apps. And under Grants: Require multi-factor authentication.
Also Group and categorize high security apps
See links that can guide you here:
Microsoft Entra recommendation: Minimize MFA prompts from known devices
Plan a Microsoft Entra multifactor authentication deployment
Configuring Conditional Access
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Regards,
Abiola