Hello @Sathya_ADC ,
Thanks for the question and using MS Q&A platform.
You can just setup one Azure Firewall in a VNET and peer the Databricks VNETs. The route table would forward the traffic to the single Azure Firewall.
OR
We recommend a hub and spoke topology styled reference architecture.
For more details, refer to Data Exfiltration Protection with Azure Databricks.
Hope this will help. Please let us know if any further queries.
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