Thank you for posting your question in Microsoft Q&A.
You can change the username of users where they have used MSP company name built into there usernames.
You will have to make the change in on-premise AD for all users and then allow AD connect to sync the change to Azure AD.
But their changes have to be done in on-premises AD. You can build a PowerShell script and run the same in on-premises against usernames.
Post that AD connect will pick the change and will sync them to Azure AD.
Let me know if you have any further questions.
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