The accepted answer is correct, but I'd like to add:

• The solution in the accepted answer does not work well with sessions, since ordering within sessions will be lost. I don't think though that there is currently a solution that does work well with sessions.

• There is currently a github feature request to add an 'abandon with custom delay' feature that would solve this problem: https://github.com/Azure/azure-service-bus/issues/454. It is scheduled to be delivered this year, but there is not hard commitment to that timeline.

• Shameless self promotion: https://technology.amis.nl/azure/retries-with-backoff-in-azure-service-bus/