Hello Vaishu
Welcome to Microsoft Q&A Platform, thanks for posting your query here.
Adding to previous response from Luca, overall process you've described seems to be on the right track for disabling RDP and enabling Bastion for multiple VMs in your Azure subscription.
Before proceeding with the steps, I would recommend you to take a backup of your VMs and NSGs.
You have created a Bastion Host/Instance in a Subnet (AzureBastionSubnet) of Vnet. This is the correct step to create a Bastion Host.
You have created a NSG for Bastion and defined inbound and outbound security rules. This is also correct. You need to define inbound rules to allow traffic from the Bastion Host to the VMs and outbound rules to allow traffic from the VMs to the Bastion Host.
You have assigned the NSG with Bastion's Subnet. This is also correct. You need to assign the NSG to the Bastion Host's subnet to allow traffic to flow through the Bastion Host.
You have created peering between the Bastion Host's VNet and each of the VM's VNet. This is also correct. You need to create peering between the Bastion Host's VNet and each of the VM's VNet to allow traffic to flow between them.
You have made NSG to None for all the VMs by comparing any missing rules from existing NSG to bastion's NSG/NIC. This is also correct. You need to make NSG to None for all the VMs to allow traffic to flow through the Bastion Host.
You have disabled the Public Access of RDP because bastion provisioned on RDP with TSL/SSL. This is also correct. You need to disable the Public Access of RDP to allow traffic to flow through the Bastion Host.
You have checked any extra rules defined in NSGs of all the VMs Networking Menu. This is also correct. You need to check any extra rules defined in NSGs of all the VMs Networking Menu to ensure that they do not conflict with the Bastion Host's NSG.
You have checked RDP Connection and bastion connections for all VMs - Final Testing. This is also correct. You need to check RDP Connection and bastion connections for all VMs to ensure that they are working as expected.
By following these steps, you should be able to disable RDP access and enable Azure Bastion as the primary method for accessing your VMs securely.
It is important to note that Azure Bastion uses port 443 for communication, so you need to ensure that this port is open in your NSGs. Also, make sure that you have the correct permissions to perform these actions.
Hope this helps.