True ETL Tools
If you need more than just to copy data from SQL Azure to Heroku Postgres, you may use Skyvia's powerful ETL functionality for SQL Azure and Heroku Postgres integration. Skyvia's Import tool will correctly extract SQL Azure data, transform it, and load to Heroku Postgres when Heroku Postgres tables have different structure than SQL Azure objects. Moreover, Skyvia Import allows loading data in any direction, supporting Reverse ETL scenario.
For more complex cases, you can use Data Flow and Control Flow tools. They are designer-based solutions for creating complex data pipelines, involving not only SQL Azure and Heroku Postgres connectors, but any number of connectors in one integration. With these tools you can automate data workflows, involving custom logic, complex multistage transformations, combine data from different sources, load them into multiple destinations at once and many more.