Use Azure Active Directory - Universal with MFA, this is an authentication method available in Azure SQL Database which supports both AAD authentication and MFA. If the ODBC driver you're using supports this, it could be a seamless experience for your users.
Or instead of having users manually sign in every time, you can use an application registration in Azure AD to authenticate to Azure SQL Database.
- Register an application in Azure AD, and grant it the required permissions to the database.
- Use a service or backend script to retrieve an access token for the application.
- Use this token to connect to the Azure SQL Database from Access. The token will have a limited lifetime, so you'll need to handle token refreshes in your application.