Hi @phguk , 

You can certainly used azure key vault secret scope in databricks. 

To reference secrets stored in an Azure Key Vault, you can create a secret scope backed by Azure Key Vault. You can then leverage all of the secrets in the corresponding Key Vault instance from that secret scope.  

To open Databricks secret visit the home page of your Databricks workspace and use url https://<Databricks_url>#secrets/createScope.

Below is the step by step guide how to do it: 

https://learn.microsoft.com/en-us/azure/databricks/security/secrets/secret-scopes#--create-an-azure-...