You'll need to think about your traffic flows. It's not clear how many Mikrotik sites are involved here, nor how traffic is required to flow between locations with MX appliances, Azure and Mikrotik equipped sites. One thing you won't be able to do; connect your MX appliances and your Mikrotik routers to the same VMX and have traffic flow from edge to edge using that common VMX hub as a hairpinning point. If you want an MX site to talk to a Mikrotik site, you will need a direct non-Meraki VPN tunnel directly between (each of) them.
I don't know the answer. But I do know some caveats.
The VMX will need to be deployed into an availability zone of "none". This causes the IP address on the VMX to use a "Basic IP SKU". If it has a "Standard IP SKU" (caused by specifying an availability zone) then all inbound traffic is blocked by default.
If it currently has a "Standard IP SKU" then you have to delete and re-deploying the VMX.
From what I can tell our zone supports Availability Zones.
I see they have a note regarding this in the install guide...
You'd mentioned Client VPN, but I gather if you aren't in a supported availability zone this would affect Site-To-Site VPN as well.
The one issue I've had in the past was I could only do a split tunnel with the VMX. So I could access resources in Azure but not the internet, but I was able to resolve this by unchecking ‘Use default gateway on remote network’ when using Windows VPN client.