Raspberry Pico: Getting Picoprobe, OpenOCD and GDB to work with Rust on Mac M1

Today I have my second Raspberry Pico arrived to my place, I'm so excited because now I can connect these two picos (Raspberry Pico) where the one is working as a probe or debugger for the another. The picture above is the configuration of my picos to be

Error: "Unable to find mounted pico" in Raspberry Pico

If you have been playing a bit with Raspberry Pico to flash with elf2uf2-rs, for instance running the example project from rp-hal, a project to make your Pico running a Rust program. You might see this error occurs after flashing the program to the board. GitHub - rp-rs/rp-hal: A