Half of it is the usual stuff, just more emphatically: find out what they care about, work with them to connect that to as much job-related tasks as possible. In white collar work it's almost always possible for a manager to find ways to do this because there are so many degrees of freedom. Most managers are inept, sadly.

The part that's unique to Millennial / Gen-Z is to gently get them to understand that the workplace doesn't exist simply to help them self-actualize. This is obvious to the point of absurdity for other demographics, but often a necessary caveat for this group.