Cross project Regional external Application Load Balancer with serverless negs

Question

This documentation is killing me: https://cloud.google.com/load-balancing/docs/https/setting-up-reg-ext-shared-vpc

I want to host a load balancer in one project and point to cloud run apps in other projects. I using IAP with an external Application Load Balancer.

Cross-project service referencing can be used with instance groups, serverless NEGs, or any other supported backend types. If you're using serverless NEGs, you need to create a VM in the VPC network where you intend to create the load balancer's frontend. For an example, see Create a VM instance in a specific subnet in Set up a regional external Application Load Balancer with Cloud Run.

"If you're using serverless NEGs, you need to create a VM in the VPC network where you intend to create the load balancer's frontend" what does this mean???

When I follow the link to Create a VM instance in a specific subnet it says NOTHING about creating a VM!