API Gateway and Auth0 integration - best practices

Are you going to use REST APIs or HTTP APIs on API GW? If you are planning to use Lambda authorizers there is compatibility between REST and HTTP APIs. See github link below for Lambda authorizers blueprints: https://github.com/awslabs/aws-apigateway-lambda-authorizer-blueprints

More information on compatibility between REST APIs and HTTP APIs in the link below: https://docs.aws.amazon.com/apigateway/latest/developerguide/http-api-lambda-authorizer.html

If you are using HTTP APIs they should consider also JWT authorizers. Here is a good blog for Auth0: https://auth0.com/blog/securing-aws-http-apis-with-jwt-authorizers/

Another blog below for custom authorizers and Auth0 https://auth0.com/docs/integrations/aws-api-gateway-custom-authorizers