Not sure if maybe we have different versions of the confluent kafka library, but in case somebody else runs into the same issues as me, here is the configuration I had to use to connect to MSK using SASL:
```
{
'bootstrap.servers': "your.bootstrap.server:9096",
'auto.offset.reset': 'end',
'security.protocol': 'SASL_SSL',
'group.id': uuid4().hex,
'sasl.mechanisms': 'SCRAM-SHA-512',
'sasl.username': 'your_user',
'sasl.password': 'your_pw'
}
```