I set up an app service and set access restrictions. I am allowing the virtual network subnets: default/firewall/gateway.
I also set up a virtual network which I connected to using a point to site connection. This uses OpenVPN SSL and Active Directory Authentication. I downloaded the client and using AzureVPNClient appear to have connected successfully.
However, when I try to connect to my app service I am still getting an Error 403 Forbidden.