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?