Using GitHub Copilot CLI with Azure AI Foundry (BYOK Models) – Part 2

In Part 1, you ran GitHub Copilot CLI against a local model using LM Studio. That setup gives you control. No external calls. No data leaving your machine. But it comes with clear limits. Small models struggle, and output quality drops fast on anything non-trivial. This is where Azure AI Foundry comes in. Instead of running models locally, you connect Copilot CLI to a cloud-hosted model you control. You still use the same BYOK (Bring Your Own Model) approach, but now the model runs on Azure.