@Mark Ashton
Thank you for your post!
As of right now, Azure Bastion is currently only available to SSH with when it comes to Linux VMs. I was able to test this out by following our Install and configure Remote Desktop to connect to a Linux VM in Azure documentation, however, I realized this is only available with xrdp.
If you'd like for this feature of enabling RDP via Azure Bastion into a Linux VM to be implemented, please feel free to upvote/comment on our current User Voice item.
If you have any other questions, please let me know.
Thank you for your time and patience throughout this issue.
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