I expect (never tried this myself) the VMX should work in its standard VPN concentrator mode for AutoVPN. I expect you'll find the reliability reduced a little. There will be some cases when AutoVPN will go down, and it won't be able to rebuild it in a timely manner, as spokes won't be able to communicate with the VMX to tell it a rebuild is needed.
You won't be able to use the TLS inspection feature of Azure premium firewall.
I would get them to create a rule to allow all outbound UDP traffic to any destination IP address from the VMX (to get AutoVPN working). It will also need to allow outbound traffic to the Meraki cloud.
It won't be able to be used as a client VPN concentrator.