Microsoft announced that Azure SQL Data Warehouse now supports the creation of secondary B-Tree indexes.

Prior to the availability of secondary B-Tree indexes on column store tables, users could meet response time requirements for their point look up queries by duplicating column store data in a clustered B-Tree index. However, the duplication of data adds implementation complexity, storage cost as well as latency. Some of these users have now tried the new secondary indexes over column store and are delighted that they can get the same interactive response time without the data duplication. Read more at Secondary Indexes on Column Store accelerate SQL Data Warehouse look up queries