[Azure OpenAI] Migrate to Entra ID authentication, for improved security

[jdubois]

We currently use API Keys to connect to Azure OpenAI, which isn't the best option for security.

Here's a detailed explanation https://techcommunity.microsoft.com/t5/microsoft-developer-community/using-keyless-authentication-with-azure-openai/ba-p/4111521 from my colleague @pamelafox

This PR:

• Updates the current script for deploying the models:
  • It adds a random number to the resource group name, so we have less naming collisions
  • It uses a new preview feature, to completely remove API Key authentication
  • It gives the role to the current user, using az cli: this is how you would normally test, and run inside GitHub Actions (authentication is now done through Azure CLI)
  • It adds a system managed identity, in the case you want to access the models from another Azure service
• Updates the test suite, so it uses this new authentication mechanism