Is there a simple way to do this?
In this thread https://community.playfab.com/questions/661/208349687-Invite-friend-to-a-game-approach-.html from over a year ago there is this comment: "We'll have a generic message system in place later on". Does that exist yet? Polling for changes to shared data doesn't sound like a great solution. Realistically you'd have to poll at least every 10-20 seconds for it to be a decent user experience. Would that fall within usage limits?
Or would it be best to create separate 'messaging' servers that players are always connected to? Then if you want to invite your friend you connect to their messaging server and pass messages back and forth. That sounds like it would be adding to the server load so might be costly with lots of users.