Work is planned for this. In the meantime, we suggest using Azure Firewall as potential work around: https://docs.microsoft.com/en-us/azure/container-instances/container-instances-egress-ip-address
We have created an early public preview of OpenID Connect support, allowing you to bring your own OIDC provider: https://docs.microsoft.com/azure/app-service/configure-authentication-provider-openid-connect
If you have an OIDC provider you wish to use, we encourage you to try out this path. There are still some rough edges to the preview, but we’re hoping to smooth those out soon.
An error occurred while saving the commentHeymega commented
Whilst you cannot do this with Azure Functions, you can do it with Azure API Management. If you were to put this API gateway in front of your serverless functions then you could use this to delegate the security.
I believe you can add custom OAuth2.0 and OpenID Connect providers through Azure API Management.
A slightly more costly solution but an API gateway is generally a must have anyways.