Actually now I have a much bigger issue. My ISP has changed my address and I cannot access the databricks (or change the IP access list). Meaning, that was not a good solution to block public access to my worksapce (which I worked on for 3 days and couldn't find any other solution).
At first I have used Azure databricks standard tier and whatever I have tried, I couldn't block public access to my workspace (network security groups didn't help) so I have chnaged the tier from standard to premium and, apparently, that didn't help as well. 
I'm really out of ideas here 😞