Because the MXes in China and the one in Azure are in different organizations, you are totally right - Non-Meraki VPN would be the solution. This is working fine, it is just some considerations that you need to have in mind.
1. The non-meraki VPN will use standard VPN ports 500 and 4500. Those might be blocked by Chinese provider or Great Firewall.
2. Using AutoVPN should bypass the Great Firewall, because of the high ports which are usually not blocked.
3. Any of those solutions might break the law.