So, looking at the python script documentation page, I wrote the following script:

import bacula, os, stat, sys, pdb, re
from azure.storage.file import FileService

backup_dir = '/bacula/backup'


def get_volname(job):
    """
    The Job name is composed from the Job Name and the JobId.
    """
    return "{0}.{1}".format(job.Job, job.JobId)

def get_volumes(path, volname, next=False):
    """
    Get Volumes associated with a Given Job.
   
    Optionally this function can be used discover the next Volume Id available to be created.
    """
   
    pattern = re.compile(r'(\w+)-(\w+\.\w{0,}\.\w{0,})-(\d+)-(\d+)')
   
#    if next:
#        vol_index = int(pattern.match(volname).group(4)) + 1
#        return os.path.join(path, volname + '-{0}'.format(vol_index))

    volumes = []
    for root, dirs, files in os.walk(path):
        if volname in files:
            volumes.append(files)
           
    return volumes


class BaculaEvents:
    def __init__(self):
        noop = 1
        backup_dir = '/bacula/backup'
        self.file_service = FileService(account_name='storage', account_key='key')

    def JobStart(self, job):
        """
        Download the volumes associated with a Given Job from the Azure File Storage if it exists.
        """
        print("Job Start: {0}".format(job))
        events = JobEvents()
        events.job = job
        job.set_events(events)
       
        vol_name = get_volname(job)
        volumes = get_volumes(backup_dir, vol_name, next=False)

        if job.DoesVolumeExist(vol_name):
            for volume in volumes:
                os.remove(volume)
                self.file_service.get_file_from_path('latest', None, None, volume)

    def JobEnd(self, job):
        """
        Upload the volumes associated with a Given Job to the Azure File Storage.
       
        TODO: Create a Symlink stub??
        """
        print("Job End: {0}".format(job))
       
        vol_name = get_volname(job)
        print(vol_name)
        vol_file = backup_dir + '/' + vol_name
       
        self.file_service.create_file_from_path('latest', None, vol_name, vol_file)
        os.remove(vol_file)

    def Exit(self, job):
        """
        Avoiding Bacula Warning.
        """
        print("Daemon Exiting")

bacula.set_events(BaculaEvents())


class JobEvents:
    def __init__(self):
        """
        Avoiding Bacula Warning.
        """
        noop = 1
       
    def JobInit(self, job):
        """
        Avoiding Bacula Warning.
        """
        noop = 1

   
    def JobRun(self, job):
        """
        Avoiding Bacula Warning.
        """
        noop = 1
 
    def NewVolume(self, job):
        """
        Verify the last volume and create One using the get_volumes method.
        """
        vol_name = get_volname(job)
        next_vol = get_volumes(backup_dir, vol_name, next=False)
       
        print("Creating new Vol: {0}".format(next_vol))
        job.VolumeName = next_vol
        return 1

    def VolumePurged(self, job):
        noop = 1
        self.file_service.delete_file('latest', None, job.VolumeName)