1. Create SSH Public/Private key pairs
2. Convert the public key to SSH2 format
ssh-keygen -e -f lx.pub
3. Verify permissions on private key are 600. If not, CHMOD to 600
chmod 600 /root/.ssh/mykey.private
4. SSH to VM via public IP or Private if you have VPN tunnel.
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Azure also recently introduced the Azure Bastion service which allows RDP & SSH access to VMs via the portal using port 443.