Simplest solution for OS X Point-to-Site VPN access to an Azure VNet

You have two workarounds:

1. Install a Windows Server on the Azure and connect it to the VNET. You may use it as a jumpbox to access the resource on the VNET.

Note: Windows Server only allow 2 users login at same time. If you need to let more than 2 users to connect to the jumpbox, you need to install the RDS services and purchase the CAL.

2. Install a VPN server on Azure and let your clients connect to the VPN server.

Note: You need to enable the NAT on the VPN server, because the IP addresses of the VPN clients are not registered in Azure and are un-routable. Every VPN client should use the VPN server's internal IP address as the source address when it tries to access the resource in VNET.