Forum Discussion
Azure, MFA, and Windows
What version of Windows do they have on their devices? If they have Windows 10 there are many new features to enhance login security for this type of scenario, (some of them depend on the capabilities of the hardware), see https://technet.microsoft.com/en-us/itpro/windows/whats-new/security
What version of Windows Server do they have? Upgrading to 2016, will provide many benefits in this area, see https://technet.microsoft.com/en-us/windows-server-docs/identity/ad-fs/operations/configure-ad-fs-2016-and-azure-mfa
You can set up MFA in Azure or On-premises, see https://azure.microsoft.com/en-us/documentation/articles/multi-factor-authentication-get-started/.
With Azure MFA, you can use it with Conditions, i.e, the location, the device, the application can all be used to determine when the second factor is required. It should not be needed ALL of the time, see https://azure.microsoft.com/en-us/documentation/articles/active-directory-conditional-access-azuread-connected-apps/
Instead of VPN, you could use Azure AD Application Proxy to provide access back into the on-premises applications, see