Capture live stored procedure calls (as per Query Profiler) in SQL Azure TL;DR - Is it possible to capture live procedure calls (with parameter names/values) in SQL Azure, to replicate the output of SQL Profiler illustrated below - or - is there a better way to achieve this?

Historically when my web application has performed badly, I used SQL Server Profiler to capture calls from the web app, and see the stored procedures and their parameters as they were executed.  I then copied/pasted them into SSMS and used the execution plan to modify the procedures until performance was enhanced:



Now, while testing out SQL Azure, I see a lot of people asking how to use Profiler with SQL Azure, and being told it can't (and probably won't in future).  While that might not be true any more (as a lot of questions online are quite old), the question above remains.

I've tested out the Azure Performance Insight, but it gives a good overview, and doesn't capture quite what I'm looking for.
You can use SQL Server Management Studio XEvent Profiler and you may also see Azure Data Studio supports seeing XEvents from cloud and on-premises but SSOS uses the ring buffer target.