I see 4 options to be able to communicate from On Prem to Azure.
What would be the best option to have network connectivity from On Prem to Azure servers?
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.
We tend to use Strongswan on Ubuntu in Azure for this (when there are only a small number of MX's and they have static IP addresses). It is rock solid reliable.
We want Meraki MX to have IKE V2.
Meraki still listed as "Not compatible".