Hi @Tetsuo Asahi ,
I think it is not possible, because the Synapse Workspace needs to have the role "Storage Blob Data contributor" to access the data (info here). RBAC with managed identities is only possible with identities that live in your tenant and not in external tenants (info here) . But I am not 100% sure about this and I would appreciate that someone else can fact check this.
For the time being you can try to copy the files from the external data lake to your own data lake with a copy activity.