Based on my testing, the Azure Network Security Group (NSG) stateful firewall blocks all (UDP and TCP) reflection DDoS Attacks? I did my test by programmatically just creating an NSG incoming tcp port 80,443 allow rule. Is that all I need to do? (I think the answer is yes).
BTW, here is an example of a reflection DDoS Attack. Client 1, part of a botnet, spoofs it's source IP address, to be that of the victim. Client 1 then sends to an innocent 3rd party, which is for example running a UDP port 53 DNS server, this crafted malicious packet. The 3rd party server replies, but the reply goes to the victim server (since the source IP address was spoofed).