It depends.
The vulnerability in question is CVE-2021-44228.
Log4j 2.0-beta9 to 2.14.1 are vulnerable. With version 2.15.0 the issue is resolved.
So it depends on the version of Log4j you are running.
You can set 'log4j2.formatMsgNoLookups' to 'true' by addubg โDlog4j2.formatMsgNoLookups=Trueโ to the cluster startup params.
I do not know the log4j versions per databricks version.
Maybe someone from databricks can tell us which versions are impacted.