User Defined Routing with client and appliance in the same subnet

Hi,

I would like to bring up the following setup

Client (172.31.2.10) ----> Virtual Appliance (172.31.2.122) and if client has to reach any other subnet then I forward it to virtual appliance and the VA take care of routing

if I have to bring the same in AWS then I have to do the following

[1] route add default gw 172.31.2.122 on Client VM

[2] Disable source/dest check on VA interfaces

but, In case of Azure, I have to do the following

[a] route add default gw 172.31.2.122

[b] Enable IPForwarding on VA interfaces

[c] Create User Defined Routing rule saying any traffic from 172.31.2.0/24 should go to VA i.e. 172.31.2.122

Can someone please confirm if step [c] is mandatory or is there any other simple way to get it working?