Hello, @David Rogers !
You'll want to use the Reset password feature under Support + troubleshooting in the portal to reset access to your VM (see instructions below). Once you have your PEM again, one of the more straight forward ways to connect is to use the SSH wizard in the portal which will generate a command for you based on your PEM file location:
Reset Password: What do I do if I lose my PEM file and need to connect to my Ubuntu Virtual Machine?
When you create a Linux virtual machine, you will be warned that Azure does not store the private key used for SSH (a copy of the public key is on the virtual machine). If you've lost the PEM file and need to connect to your virtual machine you can use the Reset Password feature in the portal under Support + troubleshooting.