On the SitePoint PHP blog there's a tutorial showing you how to integrate the Z-Ray tool into WordPress to make debugging it on an Azure instance simpler. The steps make major use of the Azure control panel handling, so it's not quite as useful as a cross-platform guide but at least it gives you an idea of what you could expect from the Z-Ray+WordPress integration.

We all know that WordPress is an amazingly rich, extendable and simple platform. That’s probably one of the reasons it powers so much of the web today. But in some cases this richness can be the downfall of your site. [...] This means you need an easy, safe and reliable way to profile your WordPress app that will help you identify the bottlenecks slowing it down.

This article demonstrates a simple way to do just this. It describes how to debug a WordPress application deployed on Microsoft Azure’s web app service, using Z-Ray for Azure – a new technology that was announced a few months ago and is now in preview mode.

He walks you through the entire process (assuming you already have an account on Azure:

• Creating the sample WordPress application on Azure
• Enabling Z-Ray
• Developing WordPress with Z-Ray

In that last step he includes some screenshots of the kinds of results you can expect from the plugin including details about cache objects, plugin statistics, hooks being executed and WP Query use. He ends the post looking at using Z-Ray for mobile debugging and how to use it in "secured mode" in a production environment.