Welcome to the Microsoft Q&A Platform. Thank you for reaching out & I hope you are doing well.
Unfortunately, you cannot.
- In case you are using Azure Firewall, you can consider IP Groups
- However, to use in NSG, you cannot create your own Service Tags.
Should you feel this feature would benefit the users, please submit a feature request in Feedback Hub forum requesting this feature.
All the feedback shared in these forums are monitored and reviewed by the Microsoft engineering teams responsible for building Azure
Thanks,
Kapil
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