Sign in with apple - Relay not allowed

Hello!

I used this tutorial from sendgrid to configure emails to be sent to a private relay address.

https://sendgrid.com/docs/ui/account-and-settings/configuring-sign-in-with-apple/#configuring-your-apple-developer-account

I used the recommended configuration. I added the needed address "bounces+12345678@email.example.com" with our account number and domain, but the emails still bounces.

The message is this:

550 5.1.1 Relay not allowed for <kubujacpin@privaterelay.appleid.com> from domain: <email.ourdomain.com>

What are we missing?

Thank you very much!