As R80.10 and R80.20 images are soon to be delisted from the Azure Marketplace,
I put together a step-by-step guide with screenshots on how to upgrade a Cloudguard VMSS (Scale Set) from R80.20 to R80.30 in Microsoft Azure - with R80.20 Management. This "how-to" is based on the new procedure from the Admin Guide which you can find here: CloudGuard Network for Azure VMSS R80.10 and Higher Administration Guide (This link was edited by Check Point on 19 Dec 2021)
Your feedback and comments are appreciated.