I'm thinking a substitute, fling and recycle so that the sub will take the damage from the first turn and the fling will fling kings rock which if I recall, has a 100% chance to flinch so is this good?
Not entirely. It sounds good in theory but your extremely vulnerable the turns you use Sub or Recycle. If they break Sub first turn the strategy gets sorta destroyed. And with Azelfs 75/70/70 defense its not gonna last long.
It would work, but remember if someone uses Taunt on you, it'll shut your Azelf down. I recommend getting a physical STAB move, which is Zen Headbutt through Move Turors. It's not a reliable strategy, but it will work regardless. Just keep your eye out for Taunts like Klefki or Whimsicott