CiviCRM MailChimp Integration - sync with MailChimp fails

hope you’re well. New user of the MailChimp integration extension available here:
https://civicrm.org/extensions/mailchimp-civicrm-integration

We are attempting to integrate CiviCRM 5.29.0 on WordPress and MailChimp, but we get this error when we perform the test sync (see image). As you can see (despite blurring out the info) it is able to pull MailChimp information but errors out with the 2nd error below it.

I found this page here that suggested the problem might be a lack of a Anonymous User user with webhook permissions in CiviCRM but couldn’t find anything about explicitly adding webhook permissions to a role. Struggled to find in this page what exactly I need to permit in order to grant the right permissions.
How to make the callback URL from Mailchimp accessible from anonymous users in WordPress?

Could someone point me in the right direction for a guide on how to set up CiviCRM 5.29.0 for this MailChimp integration?

Thanks everyone 🙂