Apt-key is deprecated when installing ROCM package in 20.04

Context: I am attempting the installation of ROCM 4.2 in my Ubuntu 20.04 so as to have OpenCL (amd-gpu) running in Blender.

Following the guidance page item:

1. I have attempted to delete any possible version. (sudo apt autoremove rocm-opencl rocm-dkms rocm-dev rocm-utils && sudo reboot). The terminal returned that no rocm was found.

2. I proceeded directly to https://rocmdocs.amd.com/en/latest/Installation_Guide/Installation-Guide.html#installing-a-rocm-package-from-a-debian-repository where I reached with no issue up to:

   yd@yd:~$ sudo apt install wget gnupg2
   Reading package lists... Done
   Building dependency tree... Done
   Reading state information... Done
   wget is already the newest version (1.21-1ubuntu3).
   wget set to manually installed.
   The following NEW packages will be installed:
     gnupg2
   0 upgraded, 1 newly installed, 0 to remove and 0 not upgraded.
   Need to get 4,588 B of archives.
   After this operation, 51.2 kB of additional disk space will be used.
   Do you want to continue? [Y/n] y
   Get:1 http://bz.archive.ubuntu.com/ubuntu hirsute/universe amd64 gnupg2 all 2.2.20-1ubuntu3 [4,588 B]
   Fetched 4,588 B in 1s (7,121 B/s) 
   Selecting previously unselected package gnupg2.
   (Reading database ... 205796 files and directories currently installed.)
   Preparing to unpack .../gnupg2_2.2.20-1ubuntu3_all.deb ...
   Unpacking gnupg2 (2.2.20-1ubuntu3) ...
   Setting up gnupg2 (2.2.20-1ubuntu3) ...
   Processing triggers for man-db (2.9.4-2) ...
   

However, when entering the following:

yd@yd:~$ wget -q -O - https://repo.radeon.com/rocm/rocm.gpg.key | sudo apt-key add
Warning: apt-key is deprecated. Manage keyring files in trusted.gpg.d instead (see apt-key(8)).
OK

The guide mentions an old key and a new key (https://rocmdocs.amd.com/en/latest/Installation_Guide/Installation-Guide.html#ubuntu)

Also, further down, the guide mentions the following:

The gpg key may change; ensure it is updated when installing a new release. If the key signature verification fails while updating, re-add the key from the ROCm apt repository.

The current rocm.gpg.key is not available in a standard key ring distribution, but has the following sha1sum hash:

e85a40d1a43453fe37d63aa6899bc96e08f2817a rocm.gpg.key

What do I need to do before I proceed with the next command indicated in the guide (the next step being echo 'deb ... rocm.list )?