Arun Sirpal shows us how easy it is to tie Azure Key Vault into Azure Databricks:
The key vault should always be a core component of your Azure design because we can store keys, secrets, certicates thus abstract / hide the true connection string within files. When working with databricks to mount storage to ingest your data and query it ideally you should be leveraging this to create secrets and secret scopes.
Click through for a demo.