Yeah, unfortunately right now the proxy/middleware approach is the cleanest workaround until Vapi exposes Azure reasoning parameters natively.
To keep it minimal and stable, I’d recommend using a very lightweight stateless proxy that only forwards requests and injects the reasoning config nothing more. That reduces security surface area and debugging complexity a lot. You can also lock it down with IP restrictions, short-lived API keys, logging, and strict request validation so it behaves almost transparently between Vapi and Azure.
I’ve helped with similar Vapi/Azure setups before, so I can also help design it in a way that’s easy to maintain and troubleshoot.