How to setup RHEL7 dual boot in azure VM

I would like to setup an azure VM with two disks (e.g. sda and sdb) like this:
In sda we install rhel7 with one configuration.
In sdb we install rhel7 with another configuration.

This azure vm can boot in either of two configurations by selecting in GRUB boot menu.

We have done this in a physical machine. But don't know whether it can be done in a azure rhel7 vm. And if it can be done in azure, would you please share your experience or links to do so.

Thanks very much.