you maybe hear about Azure Bastion right now. With Azure Bastion you can directly open an HTTPs Session via the Azure Portal and RDP/SSH into a Azure VM without using a public IP for the VM. So there is no need for public IP at a VM or VPN within the VNet.
Basicly Azure Bastion is a Jump Server or Bastard Server as a Service within an Azure Network.
The following videos gives you a short introduction into Azure Bastion.
If you want to enable Azure Bastion into your subscription you will find a great resource with the Azure documentation following the below link.
Currently Bastion has a very limited feature set and only provides the service per VNet. Later down the roadmap Microsoft will add more Features like Multi Factor Authentaction and Azure AD support as well as support for VNet Peering.