Azure notification hubs support tags, as in the example here.
In a Channel9 web-cast (which I can't find right now), they talked about leveraging tags in order to send notifications to specific users/groups.
Since I would like to leverage all the added value of the Notification Hubs, I will tag each entry with the username used in my application, and use that to send norifications to specific users by username.
EDIT: Here in the official Windows Azure documentation I found an example talking about exactly what I was looking to do. As an added bonus, they also gave me the idea to also tag with an installation ID, so you can have the same user getting native notifications on different devices with different operating systems.