@Difan Zhao Thank you for reaching out to Microsoft Q&A.
I understand that you have questions regarding buliding a GRE tunnel between CSR instances in Azure Virtual Network. However, Multicast, broadcast, IP-in-IP encapsulated packets, and Generic Routing Encapsulation (GRE) packets are blocked within VNets.
Checkout - What protocols can I use within VNets? for more details. Hope this was helpful.
Please let us know if you have any further questions and we will be glad to assist you further. Thank you!
Remember:
Please accept an answer if correct. Original posters help the community find answers faster by identifying the correct answer. Here is how.
Want a reminder to come back and check responses? Here is how to subscribe to a notification.