As you mentioned, using NSGs to create rules that block traffic between the LAN and WAN subnets is a viable approach.
Another option would be to implement UDRs to further control the flow of traffic between the subnets, ensuring that only allowed traffic passes through them.
Other public clouds, like AWS and Google Cloud, also have similar constraints when it comes to VNET/VPC configurations.
I am not a Cisco Meraki employee. My suggestions are based on documentation of Meraki best practices and day-to-day experience.
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