Azure IoT hub to Esp Device

Hi! I’ve been trying for hours to find a way to receive messages from the Azure IoT Hub, my goals is to trigger some code(or function) from the Azure IoT Hub(using Functions apps, but I’ll figure this out later).

How can I connect these?

I was thinking of using MQTT but I can’t find any documentation on how to do this.
Thank you very much!

Mongoose OS and Microsoft Azure IoT

Yes, i’ve gotten everything working from this doc, the problem is using device twins uses a lot of IoT messages per second, even if no properties have changed.
Thanks for taking the time to respond tho