For the most part Azur doesn't mitigate that fact. Most of their characters are fragile and hit like hammers. The more durable characters are the leaders (of which you will likely want one at 300) called arbiters. There are three of them right now and range in styles pretty significantly. One is a close combat monster and quite a good tank (Alistor). One is a Swiss army knife of abilities, support and attack and is also a solid tank (Arkeid). The last one is the "squishiest" among them (that said, he's still fairly solid) and is very good at, and supports t a degree, stealth and assassination techniques (Aizen).
A couple other solid additions to most Azure teams would be team puppet master (Adolf, Frey and Freya), though Frey and Freya personify the glass cannon. Or, possibly and, you could use Maximo Ligori. While not a tank, per se, he can take more punishment ten most Azur, and can deal out some of the highest one hit damage in the game, if you're lucky.