Working instructions against modern JIRA are a little different than what the documentation (against an older version) currently suggests. A flow more like this seems to work:

• Upper Right Gear Menu
• Applications
• Application Links (Left Menu)
• Type "https://phabricator.yourcompany.com/" and click "Create new link"
• (Click "use this URL" when it warns you that it redirected? Shouldn't normally.)
• Don't type anything into any of the boxes, they aren't required except the ones with "*"s. Just hit save.
• Now, click "Edit" on the newly created link.
• Click "Incoming Authentication" (left). Should look like the screenshot below.
• Fill out all the OAuth stuff (this part hasn't changed).
• Save (in the tab)
• Close the dialog