Copying JSON data from CosmosDB to Snowflake through ADF - azure-blob-storage

**Hello,
I am trying to copy data from Cosmos DB to Snowflake through Azure Data Factory. But I get the error- "Direct copying data to Snowflake is only supported when source dataset is DelimitedText, Parquet, JSON with Azure Blob Storage or Amazon S3 linked service, for other dataset or linked service, please enable staging". Would that imply that I need to create a linked service with blob storage? What URL and SAS token should I give? Do I need to move everything to Blob and then move forward with staging?
Any help is appreciated. Thank You very much.**

Try it with a data flow activity instead of a copy activity

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