Azure Bastion is expensive, slow to deploy, and can't be turned off. You literally have to delete the Azure Bastion resource in Azure to avoid paying for it when it's not used, and then redeploy as needed, which can take over 10 minutes. This is much cheaper, faster, and efficient
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The Cloudflare people were more than happy to listen to my advice though, and thankfully didn't build yet-another-Guacamole 😜