There is the excellent Start Profiling button in the SCM portal that works perfect for CPU.
Start Profiling
Then there are some sources that refer to a Downl
Downl
Unfortunately the kudu support page has been deprecated. You can now find it under Diagnose and solve problems:
Diagnose and solve problems
Once you've downloaded the dump files, open them in Visual Studio and click "Collect a memory dump" like the accepted answer from Grandhali suggested.