For finer-grained access controls on your data, you may opt to use Azure Data Lake Storage. In Databricks, you can connect to your data lake in a similar manner to blob storage. Instead of an access key, your user credentials will be passed through, therefore only showing you data that you specifically have access to.
Pass-through Azure Active Directory Credentials
To pass in your Azure Active Directory credentials from Databricks to Azure Data Lake Store, you will need to enable this feature in Databricks under New Cluster > Advanced Options.
Note: If you create a High Concurrency cluster, multiple users can use the same cluster. The Standard cluster mode will only allow a single user's credential at a time.