Design a data protection strategy to encrypt the virtual disks

 Ability to encrypt operating system disks and data disks.

For enhanced virtual machines ( VM ) security and compliance, virtual disks in Azure can be encrypted.

Disks are encrypted by using cryptographic keys that are secured in an Azure Key Vault. You control these cryptographic keys and can audit their use.

Reference:

https://docs.microsoft.com/en-us/azure/virtual-machines/windows/disk-encryption-overview