I would lean toward the vMX in Azure. I think that will be the easiest to set up and maintain. The troubleshooting will be a lot easier should you have any communication issues and being able to easily see uptime and VPN connectivity will make your life a lot easier.
I would be careful with the "works fine" as i have seen stability on the tunnel being an issue, and you need to put Beta firmware on your MX, which can be a major issue for end users with Compliance requirements.
What services are on the server that you want to access? That is a key consideration of this.
1. The vMX is the most reliable method, but remember it is only a VPN concentrator, not a firewall
2. IKEv1 VPN Gateway in Azure, costs ~€120 per month.
3. Beta Mode, Support Request for IKEv2, and same VPN Gateway
4. Give the server a public IP in Azure, and lock down the NSG rules to your external ip?
I dont want to hijack this thread, but another option that I would like to try and bottom out is a BGP Route from Azure VPN Gateway.
Here in Ireland getting a circuit AS is not trivial, we typically have PPPoE WAN or similar.
However we recently took on some people from South Africa who were asking why we dont use BGP more, and I recalled that we looked at have redundant failover connectivity from an Azure VPN Gateway to an MX using BGP. We never proceeded, as the vMX was cheaper
I have been told that enabling BGB on Meraki is as simple as asking.