@Alan Hunter
Unfortunately, this is not possible currently as Dynamics 365 is not currently one of the trusted Azure services listed here. Since Dynamics 365 could use any Azure IP you would need to whitelist the full range which defeats the purpose. I also don't believe Dynamics 365 has VNET integration.
I recommend also posting your question on Dynamics 365 to see if it is possible to go through a VNET or a smaller range of IP addresses.
https://community.dynamics.com/365/f/dynamics-365-general-forum
For product feedback and feature requests I will refer you to our feedback forum. This allows the community to add their voice and upvote popular ideas. The forums are monitored and responded to by our product teams.
https://feedback.azure.com
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