Column-level security is now supported in Azure SQL Data Warehouse
Updated: June 21, 2018
Azure SQL Data Warehouse now supports column-level security (CLS), an additional capability for managing sensitive data in the cloud.
You can use CLS to manage user access to specific columns in your tables in a simpler manner, without having to redesign your data warehouse. CLS eliminates the need to maintain access restriction logic away from the data in another application or introduce views for filtering out sensitive columns for a subset of users.
To help secure your data, simply define a security policy on your table columns with the standard GRANT T-SQL statement.