Hello @Soni, Rohitashav ,
you want to test creating an individual enrollment for a device using X509 certificates as security/identity.
You mention you need proxy support to have this working.
This means you want to execute this code somewhere outside Azure, probably on your development machine in a corporate environment.
It's good practice to have this code only executed WITHIN Azure, eg. in an Azure Function or as part of WebApp or LogicApp logic or inside a CICD pipeline.
This is mainly to prevent exposing/leaking service keys (like the DPS connection string you need) outside Azure.