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Delegate Azure domains to Cloudflare

Background

These days, I bought a domain (right one of this site) in Azure. I successfully assocciated this domain to my tiny site. After knowning that cloudflare offers free CDN and other advanced functions for free, so I decided to move the DNS host from default Azure to Cloudflare.

I thought it would be easy, after all I own the domain as I paid for it, However, Azure takes me aback, there is no option to transfer the authoritative DNS servers(nameservers) to outside.

Azure will automatically create a corresponding Azure DNS Zone after the doamin registered. Despite I can add or delete DNS records on it, there is no way to delete or replace the azure's existing NS and SOA records at apex level, as the doc, which unfortunately, is a must have when transfering DNS authority.

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Fortunately, the door was not fully locked, I finally made a way out.