iPad DEP asking for credentials - Cisco Meraki MDM
After ringing Apple support (1.5 hours on hold...) they were able to help me find a configuration error in Cisco Meraki.  

Under Systems manager --> Configuration --> General --> User authentication settings.  I had it set to Active Directory authentication.

This is an extra level of security you can add to the DEP process where users must enter their credentials against an AD or OD server.  However for me the link to my AD server was not valid. 

After fixing it was all good.