#connect to Azure AD tenant
Connect-AzureAD

#change UPN to default tenant-domain
Set-AzureADUser -ObjectId user@contoso.com -UserPrincipalName user@contoso.onmicrosoft.com

#set the UPN like the UPN in OnPrem AD
Set-AzureADUser -ObjectId user@contoso.onmicrosoft.com -UserPrincipalName mrright@contoso.com