Hello @Heyne, Michael ,
Thanks for reaching out.
You can move a key from your HSM to Azure Key Vault by using nCipher family tools. For more information, refer below article.
https://learn.microsoft.com/en-us/azure/key-vault/keys/hsm-protected-keys-ncipher
https://learn.microsoft.com/en-us/azure/key-vault/keys/hsm-protected-keys-byok
https://learn.microsoft.com/en-us/azure/key-vault/general/overview#securely-store-secrets-and-keys
Hope this helps.
Regards,
Siva