This is a first post in a series of 2. See http://www.erwinmcm.com/azure-active-directory-app-only-authentication-with-officedev-pnp-powershell for the second post).
Today I released an update to the Connect-PnPOnline cmdlet so that you can use it to create a connection using an Azure AD client ID. Notice that this release is currently (July 2015) not available in the master branch, but right now only in the dev branch. So if you want to use this right now, make sure you have the latest dev branch available.