A method, performed in a user application, of creating a trusted bond between a hearing device and the user application, wherein the hearing device is a hearing aid, wherein the method comprises: - obtaining security data from the hearing device, - obtaining first authentication material comprising a hearing device identifier (HD_ID) and a first hearing device challenge value (HD_CHALLENGE_1), wherein obtaining first authentication material comprises receiving the first authentication material from the hearing device; - determining first authentication data (AD_1) based on the first authentication material (HD_ID; HD_CHALLENGE_1); - transmitting a first authentication request comprising a first authentication type identifier (AUT_T_ID) and first authentication data (AD_1) to the hearing device, wherein the first authentication type identifier (AUT_T_ID) is based on the security data and indicative of the type of authentication used in the present authentication; - if the security data is indicative of a primary authentication type: receiving an authentication accept message; obtaining second authentication material comprising a second hearing device challenge value (HD_CHALLENGE_2); determining second authentication data (AD_2) based on the second authentication material; and transmitting a second authentication request comprising a second authentication type identifier and the second authentication data (AD_2) to the hearing device, the second authentication type identifier being indicative of a second authentication request for the primary authentication type; - receiving an authentication response comprising an authentication key identifier (AUTH_KEY_ID); - storing an authentication key (AUTH_KEY) and the authentication key identifier (AUTH_KEY_ID), wherein the authentication key is based on the first authentication material (AD_1); and - connecting the user application to the hearing device using the authentication key (AUTH_KEY) and the authentication key identifier (AUTH_KEY_ID). - obtaining security data from the hearing device, - obtaining first authentication material comprising a hearing device identifier (HD_ID) and a first hearing device challenge value (HD_CHALLENGE_1), wherein obtaining first authentication material comprises receiving the first authentication material from the hearing device; - determining first authentication data (AD_1) based on the first authentication material (HD_ID; HD_CHALLENGE_1); - transmitting a first authentication request comprising a first authentication type identifier (AUT_T_ID) and first authentication data (AD_1) to the hearing device, wherein the first authentication type identifier (AUT_T_ID) is based on the security data and indicative of the type of authentication used in the present authentication; - if the security data is indicative of a primary authentication type: receiving an authentication accept message; obtaining second authentication material comprising a second hearing device challenge value (HD_CHALLENGE_2); determining second authentication data (AD_2) based on the second authentication material; and transmitting a second authentication request comprising a second authentication type identifier and the second authentication data (AD_2) to the hearing device, the second authentication type identifier being indicative of a second authentication request for the primary authentication type; receiving an authentication accept message; obtaining second authentication material comprising a second hearing device challenge value (HD_CHALLENGE_2); determining second authentication data (AD_2) based on the second authentication material; and transmitting a second authentication request comprising a second authentication type identifier and the second authentication data (AD_2) to the hearing device, the second authentication type identifier being indicative of a second authentication request for the primary authentication type; - receiving an authentication response comprising an authentication key identifier (AUTH_KEY_ID); - storing an authentication key (AUTH_KEY) and the authentication key identifier (AUTH_KEY_ID), wherein the authentication key is based on the first authentication material (AD_1); and - connecting the user application to the hearing device using the authentication key (AUTH_KEY) and the authentication key identifier (AUTH_KEY_ID).