On the ASA platform it's documented how to do this here:
https://www.cisco.com/c/en/us/td/docs/security/asa/asa917/configuration/vpn/asa-917-vpn-config/vpn-a...
I have access to the various Secure Client downloads including the current latest version of the file external-sso-5.1.5.65-webdeploy-k9.pkg, but obviously the Meraki MX is not an ASA. Is there a way to have the SAML auth dialog presented to the user with the default system browser instead of a web view, so they can do things like SSO or use passkeys etc?