@Matthew G - Thanks for the question and using MS Q&A platform.
Unfortuantely, there is no option to associate a NAT Gateway with an Azure Synapse workspace that has a managed VNet. The managed VNet feature in Azure Synapse Analytics does not currently support NAT Gateway integration.
These are the option available while creating Azure Synapse Analytics with Managed Virtual Network.
For more details, refer to Azure Synapse Analytics Managed Virtual Network
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