Aha! Yes, we've been seeing Setup challenges with some Samsung phones and Pro. Sorry you've run into this.
Please follow these steps: 1. Unplug and replug the adapter (if it's still plugged in. By this point it will have timed out and it needs to be reactivated) 2. Visit the Bluetooth settings in your phone and manually pair the adapter 3. Go back to the app and start the setup process again
Please give this a shot and let me know how it goes!