I'm trying to create an SPList in SharePoint using Nintex Workflow for Office365. As there is no direct Action available in Nintex for Office 365, I've used REST API to do the same. I followed the steps as said in the below article.
But I ended up with Access denied error as below.
My recommendation would be to attempt creating the list using a tool like Postman first to ensure you have everything set up correctly for that. Once you've done that you can bring the format for the web service call back into Nintex and see if it works.
Creating a list via a REST call should be doable, but you will have to ensure you have the correct headers and permissions to achieve such via the API.
Al good practice is to use App passwords or register an app in you azure portal.
If you have registered an app: https://docs.microsoft.com/en-us/azure/active-directory/develop/quickstart-register-app