Create a UDR nextHopType VnetPeering
At the moment there is no way to set a UDR route entry nextHopType to Vnet Peering. This makes it cumbersome to overwrite standard routes to force them through for instance a virtual firewall.
For instance, I would like to be able to route a full VNET peered address space to a Virtual Firewall NIC IP, and then make a more specific route for the subnet of the Virtual NIC pointing to VnetPeering. At the moment you will have to keep the standard created address space summary and create multiple specific routes for all the other subnets.
The solution to this would be an extra option 'Do not propagate VnetPeering routes' in the UDR.
Similar to the 'Do not propagate Gateway subnets'.
This way, new vnet peered subnets will not be added automatically to all UDR's.
You only have to set one static route that overlaps all vnets towards your VNA.
Lester Waters commented
VNET peering creates a flat virtual LAN network, so there really isn't any peering gateway which you can point to.