Hello @Jasper Van Damme ,
Welcome to Microsoft Q&A Platform. Thank you for reaching out & hope you are doing well.
Yes, in order to upgrade the ExpressRoute gateway from Standard SKU to ERGw1Az SKU, you will have to delete the gateway and redeploy it.
Both Standard/ERGw1Az ExpressRoute gateway SKUs provides 1 Gbps bandwidth, so you do not have to change anything in your ExpressRoute circuit.
Recreating a gateway incurs downtime, so please make sure to take this into consideration while planning for the upgrade.
Please refer: https://learn.microsoft.com/en-us/azure/expressroute/expressroute-about-virtual-network-gateways
You can just delete the Standard SKU ExR gateway, deploy a new ERGw1Az SKU ExR gateway and then link it to your existing ExpressRoute circuit.
Kindly let us know if the above helps or you need further assistance on this issue.
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