Ok, I was getting:
error: 12:0 expecting "[Some('='), Some(':')]" but found EOF.
When I would run sentry-cli so that was a clue. This was because my .sentryclirc was completely wrong! Once I deleted the file I could run the CLI. It should have been something like this:
[auth]
token=mytoken
project=my-project
org=my-org
One step closer!