Azure Bastion is a fully managed service that provides secure and seamless RDP and SSH access to your virtual machines directly through the Azure Portal without exposing your machines to the Internet. Azure Bastion is provisioned directly in your Virtual Network (VNet) and supports all VMs in your Virtual Network (VNet) using SSL without any exposure through public IP addresses.

Service Overview: https://docs.microsoft.com/en-us/azure/bastion/bastion-overview
Create an Azure Bastion Host: https://docs.microsoft.com/en-us/azure/bastion/bastion-create-host-portal
Bastion Service FAQ: https://docs.microsoft.com/en-us/azure/bastion/bastion-faq
Pricing: https://azure.microsoft.com/en-us/pricing/details/azure-bastion/