This is the biggest headache with using the management API via mgmt_cli. At least 60% of the keys have dashes in them, and jq makes you quote keys which contain dashes.
Separately, jq has the ability to extract objects which match a given predicate using the 'select' command, like so:
[Expert@DallasSC]# mgmt_cli -f json -r true show dns-domains details-level full limit 500 offset 0 | jq -c '.objects[]|select(."is-sub-domain" == false)|.'
{"uid":"00112233-4455-6677-8899-aabbccddeeff","name":".core.windows.net","type":"dns-domain","domain":{...},"is-sub-domain":true,"comments":"","color":"black","icon":"Objects/domain","tags":[],"meta-info":{"lock":"unlocked","validation-state":"ok","last-modify-time":{"posix":"[...]","iso-8601":"[...]"},"last-modifier":"[...]","creation-time":{"posix":"[...]","iso-8601":"[...]"},"creator":"[...]"},"read-only":false,"available-actions":{"edit":"true","delete":"true","clone":"true"}}
...
Once you have the objects, you can carve them up for display any way you want by just replacing that last dot.