Hey!
From a Meraki perspective that should work just fine. But in Azure you will need to do a lot of weird routing operations with UDR. If the customer uses a hub and spoke topology you are basically forced into deploying a Virtual Network Gateway or Azure Firewall to route traffic towards your vMX from your Azure spoke networks.
I think the better solution would be to add the Azure Firewall in the Azure Hub VNET along with the vMX, then force all Azure bound traffic coming from the SD-WAN through the Azure firewall. This way you can secure your Azure workloads internally in the vPC and from your SD-WAN by pinning it through the Azure firewall.
MLL