Here's an Azure Resource Graph helper query that allows you to quickly identify NSG rules that are using those service tags:
resources
| where type == 'microsoft.network/networksecuritygroups'
| mv-expand nsgRule = properties.securityRules limit 400
| extend destinationAddressPrefix = tostring(nsgRule.properties.destinationAddressPrefix)
| where destinationAddressPrefix in ('AzureUpdateDelivery','AzureFrontDoor.FirstParty')
| where nsgRule.properties.access == 'Allow'
| where nsgRule.properties.direction == 'Outbound'
| extend ruleName = tostring(nsgRule.name)
| extend protocol = tostring(nsgRule.properties.protocol)
| extend destinationPortRange = iif(isnotempty(nsgRule.properties.destinationPortRange),tostring(nsgRule.properties.destinationPortRange),tostring(nsgRule.properties.destinationPortRanges))
| extend sourceAddressPrefix = iif(isnotempty(nsgRule.properties.sourceAddressPrefix),tostring(nsgRule.properties.sourceAddressPrefix),tostring(nsgRule.properties.sourceAddressPrefixes))
| extend subnets = tostring(properties.subnets)
| project destinationAddressPrefix, nsg=name, resourceGroup, subscriptionId, ruleName, protocol, destinationPortRange, sourceAddressPrefix, subnets