Previously: If you need to change the number or type of endpoints for existing roles, you must delete and redeploy the service.
Recently upgrade to Windows Azure will let you apply in-place upgrade to your Windows Azure Application which includes addition to new endpoint. Please sure to have your Windows Azure application upgraded to use Windows Azure SDK 1.5 as in-place upgrade should work with application using SDK 1.5 and I tested with it. More information and documentation will be added to MSDN soon.
For example if you have had your service running without RDP. And now if you added RDP access to your service this means you have added 2 more endpoints to your service. Now you can just apply in-place update to your application to update your previously running service with new service which includes new endpoint for RDP.
Read more about In-Place Upgrade: http://blogs.msdn.com/b/windowsazure/archive/2011/10/19/announcing-improved-in-place-updates.aspx
I have used upgrade option so many time, but never understood limitation written in this blog. After reading this blog, I could add RDP in my application using upgrade option. Very helpful.