The new 'Deep link' feature was released as part of Grafana V7.0+, this is how it can assist you to start working in Grafana and continue in Log Analytics portal to drill deeper into your data.
(Only available in Grafana v7.0+)
Click on a time series in the panel to see a context menu with a link to View in Azure Portal. Clicking that link opens the Azure Log Analytics query editor in the Azure Portal and runs the query from the Grafana panel there.
If you’re not currently logged in to the Azure Portal, then the link opens the login page. The provided link is valid for any account, but it only displays the query if your account has access to the Azure Log Analytics workspace specified in the query.