Harshvardhan Singh has a few tips for us:
As with the other databases, indexing is the first go-to option to improve query performance. The same is the case with Cosmos DB as well. Below are a few points which you can leverage to optimize the indexing strategy for Cosmos DB.
Indexes are kind of similar to indexing in SQL Server in intent, though different enough in implementation that you’ll want to read up on them. Harshvardhan also includes some tips around data modeling and querying data.