On a Windows-based machine you can easily issue Update-DSCConfiguration to force pull the updated DSC information you have uploaded to Azure Automation (or even your own server).
So how do you scale your VMs and deploy your app to them automatically? Enter Virtual Machine Scale Sets (VMSS).
So after spending some hours (you have to wait 45 minutes for the gateway to be deployed), I managed to get Draytek 3200 and Azure VPN Site-to-Site to work.
Microsoft at Ignite 2017 announced their Azure Manifesto.