You just need to resize your disks with the steps outlined on this documentation.
From that documentation, you basically need to do the following steps to upgrade the disks of your Azure VM from P20 to P30:
- Stop the VM from the Azure portal by selecting Stop in the toolbar.
- Navigate to the Settings section and click Disks. You will see the list of attached disks to your VM.
- Click on the disk you want to upgrade and select Size + performance in the left menu.
- Select the new disk size you want from the drop-down list. For P30, you can choose up to 1024.
- Select Resize at the bottom of the page.
- Start the VM again from the Azure portal by selecting Start in the toolbar.
Here you will find an article explaining the steps too with some good illustrations.