Around a month ago I migrated this site from Hexo to Gatsby + WordPress. So far I liked the transition, especially that I can edit posts on all platforms where WordPress offers a client app. With the migration I also ported my Hexo plugin hexo-azuresearch to its Gatsby equivalent gatsby-plugin-azure-search. Both are available via npm.
There is no difference in terms of underlying functionality. Both follows a naive approach to rebuild the index for each site build, that is, the plugin will delete the existing index then recreating it. It is done so because Azure search requires the index to be rebuilt if there are changes to existing fields, it only supports incrementally adding new fields to existing indeces.
Check out the Github page (https://github.com/artchen/gatsby-plugin-azure-search) for how to use the plugin. Pull requests are welcomed to make the it better.