This was really useful - I had all of the same problems and got it working.
A couple of sticking points - I finally found the User access URL for ldP initiated access under Meraki Dashboard App > Properties. That worked fine.
After enabling SP-initiated SAML, I got the same message as @C3SGInc (Application with identifier xxxx not found in directory) - I had to add an additional Identifier under Meraki Dashboard App > Single sign-on > Basic SAML Config specifying https://[organisation].sso.meraki.com. After that, it worked.
Otherwise, I followed the KB articles and advice in this post and got there in the end. Thanks.