In GCP, it's easy to setup a IAP (hide your apps under a Google oAuth service). For more info: https://cloud.google.com/iap/docs/app-engine-quickstart
Does Azure has something similar?
Did some googling and discovered "Azure AD Application Proxy", it's pretty cool in that it can do what a normal authentication proxy can do and more (make on prem apps accessible w/o bastion/vpn). "After a single sign-on to Azure AD, users can access both cloud and on-premises applications through an external URL or an internal application portal."
https://learn.microsoft.com/en-us/azure/active-directory/app-proxy/application-proxy
This shows the UI interactions for an unauthenticated user:
https://youtu.be/Y-uTz7aXGd0?t=306
This shows the UI interactions for an authenticated user:
https://youtu.be/_2kWq5H4NhY?t=195