How to make EF-Core use a Guid instead of String for its ID/Primary key

You need custom ApplicationUser inherit from IdentityUser<TKey> and custom Role inherit from IdentityRole<TKey>

public class ApplicationUser : IdentityUser<Guid> { }    
public class Role : IdentityRole<Guid> { }

Custom context class inherit from IdentityDbContext<ApplicationUser, Role, TKey> and use fluent api for auto generate guid keys.

public class ApplicationDbContext : IdentityDbContext<ApplicationUser, Role, Guid>
{
    protected override void OnModelCreating(ModelBuilder builder)
    {
        base.OnModelCreating(builder);

        builder.Entity<ApplicationUser>(b =>
        {
            b.Property(u => u.Id).HasDefaultValueSql("newsequentialid()");
        });

        builder.Entity<Role>(b =>
        {
            b.Property(u => u.Id).HasDefaultValueSql("newsequentialid()");
        });
    }
}

then in Startup add Identity service to container like this

services.AddIdentity<ApplicationUser, Role>()
        .AddEntityFrameworkStores<ApplicationDbContext, Guid>()
        .AddDefaultTokenProviders()
        .AddUserStore<UserStore<ApplicationUser, Role, ApplicationDbContext, Guid>> ()
        .AddRoleStore<RoleStore<Role, ApplicationDbContext, Guid>>();

If you have not created the database, clear the migrations folder and run ef commands

I haven't messed with the migrations for this example yet (they might need some tweaks), however ASP.NET Identity v3 is far more extensible than v2 was in this regard.

The following should give you an Identity store based on Guid primary keys for Users and Roles alike:

public class ApplicationUser : IdentityUser<Guid>
{
}

public class GuidDataContext :
    IdentityDbContext<ApplicationUser, IdentityRole<Guid>, Guid>
{
}

and in your startup class:

services.AddIdentity<ApplicationUser, IdentityRole<Guid>>(
            identity =>
            {
                // whatever identity options you want
                identity.User.RequireUniqueEmail = true;
                identity.Password.RequiredLength = 8;
            }).
            AddEntityFrameworkStores<GuidDataContext, Guid>().AddDefaultTokenProviders();

Likewise, if you didn't need to add any custom fields to the Identity User, or customize your options, you could just do the following:

public class GuidDataContext :
    IdentityDbContext<IdentityUser<Guid>, IdentityRole<Guid>, Guid>
{ 
}

and in your startup:

services
    .AddIdentity<IdentityUser<Guid>, IdentityRole<Guid>>()
    .AddEntityFrameworkStores<GuidDataContext, Guid>()
    .AddDefaultTokenProviders();