1. Open the new hard disk wizard in Hyper-V
2. Pick VHDX (VHD will work too)
3. Use dynamically expanding.
4. Pick any file name.
7. Find the file, right click it and mount it. You’ll get an error, but this is expected as the drive isn’t formatted yet. (Note: I had issues accessing the file at first, but rebooting fixed it. Not sure if this is a Windows bug or not.)
8. Open Disk Management and you’ll be created with a proper to initialize the drive. Click “OK” to continue.
10. Click next through all the dialogs.
After a few seconds, your drive will appear.
11. Connect to your Windows 10 VM (RemoteFX enabled).
12. When the connect prompt opens, click ‘Show Options`.
13. Click the new ‘Local Resources’ tab that appears.
14. Click ‘More…’.
15. Expand the ‘Drives’ tree and pick the virtual drive we created earlier.
16. Click ‘OK’ and then ‘Connect’.
17. At this point you will see the drive in both your VM and local machine. You can now copy files between them.