[DX] Provide paste-ready mcp.json / claude_desktop_config.json snippets per client

Goal

Eliminate JSON-escape gymnastics for first-time users.

What to ship

A clients/ directory at the repo root with subdirectories per client:

• clients/vscode/mcp.json (stdio + connection string)
• clients/vscode/mcp.entra.json (HTTP + Entra)
• clients/copilot-cli/config.json
• clients/claude-desktop/claude_desktop_config.json

Each file is:

• A literal, paste-ready config snippet (no placeholder text the user has to manually substitute beyond a clearly-marked connection string).
• Annotated with // comments (or a sibling README) explaining each field.
• Tested end-to-end against the actual client.

Acceptance criteria

• A first-run user can copy one file, replace the connection string, restart their client, and have a working setup.
• Snippets handle the double-encoding correctly (CONNECTION_PROFILES is stringified JSON inside outer JSON).
• README links to clients/<your-client> from the relevant quickstart.

Why

The single most error-prone step today is hand-escaping the config JSON. Pre-baking it removes the entire class of error.

Start with the requested clients/ directory layout and inspect the relevant quickstart README links. Prepare the four client-specific configuration files, checking the nested stringified CONNECTION_PROFILES encoding and the client-specific annotation format. Verify each snippet end-to-end with its actual client and confirm that a user can replace the connection string and connect after restarting.