Hi Neil,
In Azure portal, please navigate to Microsoft Entra ID Users:
https://portal.azure.com/#view/Microsoft_AAD_UsersAndTenants/UserManagementMenuBlade/~/AllUsers
Click on the user you are interested in and then on left click on Authentication methods blade. On right you should see a Phone number entry with their number. Click on the context menu (three dots to the right) and choose Delete.
Please click Accept Answer and upvote if the above was helpful.
Thanks.
-TP