How do I change the username (first initial, last name) into an Azure AD username?

Question

We use Lightspeed web filtering for our school. Our students have learned that if they log onto a new computer, one that does not have their Windows user profile in place yet, that they can do indiscriminate searches and not be filtered until Lightspeed finally gets their userid Once the student logs off and back onto the workstation, filtering is then in place and they get caught. Below is an example of this phenomenon. The student always logs on with tmangum and his password.

Lightspeed advises us we need to make changes to AzureAD but we're not clear what changes they want. They say the userid but in the above image, we have two userids. Can someone offer any advice?