Well, I ran into a few issues during the setup, and here are some of the errors I did and how I corrected them.
1- Azure VPN gateway was set to route-based. I had to delete the VPN gateway and recreate the gateway with the VPN type as Policy-based
1- When configuring the site-to-site VPN on the Meraki dashboard, ensure the private subnets equal the address space configuration for your Azure virtual network.
I am not a Cisco Meraki employee. My suggestions are based on documentation of Meraki best practices and day-to-day experience.
Please, if this post was useful, leave your kudos and mark it as solved.