Setting up the First SCOM Gateway

There is a lot of documentation and posts on setting up your certificates and gateways, but after a couple days of searching I was never able to find the below clearly written out.

The Microsoft documentation lists the below 2 steps, what I missed (and seems really clear now) was that you need to use the MOMCertImport.exe tool on the Management server to install a Cert that was Specifically requested for the Management Server,

Request certificates for any computer in the agent, gateway server, management server chain.
Import those certificates into the target computers by using the MOMCertImport.exe tool.