Arun Sirpal shows us that you can change MAXDOP in Azure SQL Database:
In this quick post I will show you my parallel plan and how I use MAXDOP = 1 to suppress parallel plan generation so the operation will be executed serially. (Disclaimer – I am not saying this is the right thing to do, merely using it as an example of tweaking this setting, to be honest in 10 years I have changed MAXDOP = 1 twice). I executed a query in Azure. You can see the classic operators such as gather streams and repartition streams.
This change will affect all queries hitting that database, so it’s a coarser tool than changing cost threshold for parallelism (not allowed) or setting MAXDOP per-query (allowed).