For some extra context, I have been applying every ML research engineer/scientist job that would take a new grad.

I don't have any sense for what a hiring manager wants, it's especially hard with all the layoffs, I'm sure plenty of people are applying for the same research engineer positions. I certainly consider myself to be strong at coding. I've done a couple coding challenges on hackerrank that I do well on. But I have not been lucky at getting a phone interview yet. (I do have a personal website and CV)