Thank you for reaching out.
Currently Azure Bastion does not support MFA. It will be helpful if you can upvote this feature request.
If it helps you can go through this solution which describes a multilayered protection for Azure virtual machine access using just-in-time (JIT) VM access feature of Microsoft Defender for Cloud and Bastion.
Thank you!
Please "Accept the answer" if the information helped you. This will help us and others in the community as well.