Now that Azure uses IKEv2 for IPSec tunnels, here is an up to date script to bring up IPSec between RouterOS and Azure.  Note that RouterOS must be Version 6.38 and above for IKEv2.

/ip ipsec mode-config
add name="AZURE CONFIG" system-dns=no
/ip ipsec proposal
set [ find default=yes ] disabled=yes
add enc-algorithms=aes-256-cbc,aes-128-cbc lifetime=1h name=AZURE pfs-group=none
/ip ipsec peer
add address=<AZURE PUBLIC IP> dpd-interval=disable-dpd enc-algorithm=aes-256,aes-128 exchange-mode=ike2 generate-policy=port-strict local-address=<SRC PUBLIC IP> secret=<IPSEC SECRET>
/ip ipsec policy
set 0 disabled=yes
add comment="IPsec Tunnel to Azure" dst-address=<DEST LAN SUBNET> proposal=AZURE sa-dst-address=<AZURE PUBLIC IP> sa-src-address=<SRC PUBLIC IP> src-address=<SRC LAN SUBNET> tunnel=yes