Sorry, but you're actually the one who should know.
If the MX has an S2S VPN directly with your Azure cloud, you must allow communication with the Lan IP of your server.
If your server is open to the internet (which is not ideal) you have to release it to the public IP defined when deploying the machine to Azure.
Without knowing what your communication with Azure is like today, there isn't much that can help you.
I am not a Cisco Meraki employee. My suggestions are based on documentation of Meraki best practices and day-to-day experience.
Please, if this post was useful, leave your kudos and mark it as solved.