Hello @Chase Willden , Thanks for using Microsoft Q&A Platform.
Currently, Azure OpenAI on your data does not support private endpoints. So, to use this feature you cannot make shared private access: https://learn.microsoft.com/en-us/azure/cognitive-services/openai/concepts/use-your-data#virtual-network-support--private-link-support
Please refer to this documentation here: https://learn.microsoft.com/en-us/azure/cognitive-services/openai/overview#features-overview
I hope this helps.
Regards,
Vasavi
-Please kindly accept the answer and vote 'yes' if you feel helpful to support the community, thanks.