Today I read this official document (published on September of 2022) which describes how to change the MAC Address of Raspberry PI Devices. Interestingly it describes a different method for Raspberry Pi 4, 400 and CM 4 by editing the EEPROM configuration, using the following command:
sudo -E rpi-eeprom-config --edit
In the configuration file append a new line with the required MAC Address as follows:
Save the new configuration (Use Ctrl + X to stop editing, Y to overwrite current file and ENTER to confirm). Upon saving the following message appears:
Finally, reboot your device in order to apply the new MAC Address. Warning If the device gets IP from a DHCP server, then most probably after the reboot it will be assigned with a new IP address.
This is a different (and simpler) technique from the one which I described in a previous post (which works for all models)