Hello @CJ Shields , Welcome to the Microsoft Q&A platform.
Azure Bastion does not support Third-Party MFA. You can create a request for this feature on our feedback portal here, so the product team can prioritize this request based on the number of upvotes received.
The alternate way here will be to use AAD Based login using a native client on Azure Bastion. You can go through this documentation for additional details. Hope this helps!
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