You do need to provide end to end connectivity by implementing routing across indirectly connected VNets. But once you do, you can use a single Bastion deployment to provide connectivity to VMs on all VNets (obviously that's subject to scalability - as described in https://learn.microsoft.com/en-us/azure/azure-resource-manager/management/azure-subscription-service-limits#azure-bastion-limits )
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hth
Marcin