How do I deal with services not yet included within Azure Provider?

I’m new to Terraform and have discovered that some of the resources I want to create do not seem to be included within the Azure Provider.
Specifically, I am looking at the Azure Machine Learning Workspace.

How are people dealing with the gap in capability between the Azure CLI and the Terraform provider?

I’m concerned that I will have to create the supporting infrastructure through Terraform then run out the Azure CLI. This could become messy quite quickly.

Any guidance would be appreciated