To make the above possible, we provide a Bring Your Own VNET (also called VNET Injection) feature, which allows customers to deploy the Azure Databricks clusters (data plane) in their own-managed VNETs. Such workspaces could be deployed using Azure Portal, or in an automated fashion using ARM Templates, which could be run using Azure CLI, Azure Powershell, Azure Python SDK, etc.
With this capability, the Databricks workspace NSG is also managed by the customer. We manage a set of inbound and outbound NSG rules using a Network Intent Policy, as those are required for secure, bidirectional communication with the control/management plane.
This is a good article if the defaults won’t get past corporate security.