Sorry! I should have read that more carefully.
I can connect to Stripe from the dashboard. In a fresh install, I went to Settings > Membership and then Portal Settings. (Not the dialog at the bottom of the page.)
In the Portal Settings modal that comes up, there’s a Connect to Stripe button. That brings up a second modal, where there’s a Connect to Stripe button and a “test mode” switch. The Connect with Stripe blue button then takes me to the authorization page where it shows me my accounts, and then there’s an orange “Test mode, skip this form” dialog. If you skip the form, it’ll show you your secure key, and you can copy and paste it into the Connect with Stripe modal.
From that point on the Stripe CLI shows me that it’s reading things sent to the web hooks, even though the Settings > Membership page doesn’t show me connected to Stripe.