I know this is a late response to this thread, but figured I'd ask.
How were you able to create a client VPN to the vMX100? I've had some issues getting that to work with Windows client. I have a mesh site-to-site up and running just fine, but cannot do a client VPN nor a (Non-meraki) site-to-site. I manage several customers, but this one is the only one with a vmx100 in Azure. I am pretty fluent in setting up client VPNs to MX100s and MX84s. Any recommendations or experiences would be appreciated. Thanks!