Answer by Jeremy for How to use Raspberry Pi Pico with DAC with SPI to generate sine wave of 1 kHz with 20 k samples per cycle

Aside from any other issues, the SPI hardware implementation in the RP2040 only provides automatic control of CSn for transfers of up to 16 bits.

For your case, implementing a simple, 24-bit fixed-format, output-only SPI in the PIO subsystem is quite straightforward, and has the advantage of only requiring a single DMA channel for fully-DMA operation (compared to at least 2 chained DMA channels for a fully-DMA SPI/GPIO approach). The example in the RP2040 datasheet already provides most of the implementation.