Most of our switches do support RADIUS authentication for the managment features.

So if your Azure MFA is linked to a NPS you can certainly use Azure multi-factor authentication.

Both OS9 on your S3100s and OS10 on your S4100s are supporting the challenge response mechanism

which would allow multifactor authentication (more details in user guides).

Good reading to understand the flow:

https://docs.microsoft.com/en-us/azure/active-directory/fundamentals/auth-radius