We are pleased to announce several new Azure Firewall features that allow your organization to improve security, have more customization, and manage rules more easily. These new capabilities were added based on your top feedback: In addition, in early June 2020, we announced Azure Firewall forced tunneling and SQL FQDN filtering are now generally available.
This allows you to configure Azure Firewall to use your own DNS server and ensures the firewall outbound dependencies are still resolved with Azure DNS. You may configure a single DNS server or multiple servers in Azure Firewall and Firewall Policy DNS settings.
IP Groups is a new top-level Azure resource that allows you to group and manage IP addresses in Azure Firewall rules.