I'll answer my own question if anyone needs this in the future.

Same as the documentation for roles but using this path

https://graph.microsoft.com/beta/identityGovernance/privilegedAccess/group/assignmentApprovals/approval-id/steps/step-id
{ 
    "reviewResult": "Approve", 
    "justification": "Jusitication" 
}

ApprovalStep body = new ApprovalStep()
{
    ReviewResult = "Approve",
    Justification = "Justification",
};
await GraphClientBeta.IdentityGovernance.PrivilegedAccess.Group.AssignmentApprovals[approvalId].Steps[stepId].PatchAsync(body);