The ExpressRoute virtual network gateway facilitates both data path and control plane connectivity to Virtual Machines and Private Endpoints over ExpressRoute. You can now deploy the new ErGwScale Virtual Network Gateway SKU to achieve 40 Gbps connectivity to VMs and Private Endpoints deployed in the Virtual Network. With this SKU, you can configure a minimum and maximum scale unit and Azure will auto scale the Virtual Network Gateway infrastructure, based upon active bandwidth. Additionally, you can configure a fixed scale unit to achieve steady connectivity at a target bandwidth value.
Learn more about this feature.