Hello @Matthijs van der Veer , below is the response from the team.
Custom metrics queries can be on deviceId, moduleid, tags, properties.desired, properties.reported and configurations. Device Registry properties like connectionState, deviceState, auth mechanism are not supported at this moment.
Microsoft's team is also working on adding some instructions to the document in the upcoming days. You can visit the document in future or leave a comment below to this thread to check back with us.