Hi David,
Dv3 and Ev3 VM sizes supports the nested virtualisation.
https://azure.microsoft.com/en-us/blog/introducing-the-new-dv3-and-ev3-vm-sizes/
https://azure.microsoft.com/en-gb/blog/nested-virtualization-in-azure/
Also you can looks for machine type in azure docs to find if the nested virtualisation is supported.
Ex:
https://learn.microsoft.com/en-us/azure/virtual-machines/dcv3-series