docs: clarify OAuth service principal must be assigned to each workspace

[mindymo]

Summary

• A customer noted that the requirement to assign the Databricks OAuth service principal to each workspace being synced is only implied by the linked Databricks OAuth doc, not stated explicitly in our own setup instructions.
• Adds an explicit step to the OAuth credential-generation flow in docs/connector.mdx covering this.

Test plan

• Rendered the added <Step> mentally against the existing Steps block formatting — matches surrounding style.
• Docs preview build (if applicable) to confirm MDX renders correctly.

[github-actions]

Connector PR Review: docs: clarify OAuth service principal must be assigned to each workspace

Blocking Issues: 0 | Suggestions: 0 | Threads Resolved: 0
Criteria: Criteria status: loaded .claude/skills/ci-review.md from trusted base 5c8e9708544b.
Review mode: full
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Review Summary

The full PR diff was scanned for security and correctness. This is a documentation-only change that adds one <Step> to the OAuth credential flow in docs/connector.mdx, stating that the service principal must be assigned as an admin to each workspace you want to sync. The claim is accurate and consistent with existing README.md guidance (admin access to the Databricks account and each workspace to sync is already documented there); no code, config, or dependency manifests changed, and no new issues were found.

Security Issues

None found.

Correctness Issues

None found.

Suggestions

None.

[github-actions]

No blocking issues found.