shal thanks for inputs, From the architecture point of the view, using the Azure Event Grid (AEG) as an integrator resource will enable to deliver source interest such as the Flespi's messages basically to any Azure destination resource in the reliable manner of the Pub/Sub eventing model.
Using the AEG Pub/Sub eventing model, the events can be delivered via FAN-OUT pattern to many azure resources such as storage queue, service bus, event hub, etc. Note, that the Azure Event Hub downstream can be analysed using the Azure Stream Analytics jobs with exporting to Power-Bi dashboards, etc.
Besides that, the AEG has an advanced filtering with capabilities of the message enrichment.
Currently, the AEG doesn't have a built-in destination handler for azure resource such as Azure IoT Central App, so that's the reason why has to be built it as a custom subscriber triggered by webhook handler.
Note, that the source interest can be ingested into the AEG model via the https endpoint such as a custom topic and/or via the MQTT Broker currently in the preview version. In other words, the AEG can be integrated with the Flespi via the MQTT and/or HTTP Webhook.
I don't have an experience with Flespi, just now I tried to help with integration to the Azure IoT Central App, but it will be nice to have capability of the IoT PnP such as using the device model driven by DTDL version 2 which is required by Azure IoT Central.