Right now it is only possible to add a shared vhdx to virtual machines through service templates in SCVMM or on the individual Hyper-V host through Hyper-V Manager.
As the majority is not using service templates in the daily the most common way is to add shared vhdx through Hyper-V Manager.

To make this easier and/or for automating it through some self-service portal I have created a PowerShell script that can be run on the VMM server to do the job based on data from VMM.
The script requires an array of the virtual machine names, the size of the VHDX, and some credentials. The script will generate a VHDX disk file name base on the VM name concatenated into a string splitted with “-” and add “_SharedDisk” plus a number based on the number of shared disk from the first VM, example: “VM1-VM2_SharedDisk1.vhdx”. It will then create the VHDX on the first VM Hyper-V Host, in the same folder as the first VM is stored. Afterward it invokes the command on each Hyper-V host for the virtual machines to add it as a shared disk to all the virtual machines.

################################################################
#   Author: Andreas Sobczyk, CloudMechanic.net
#
#   Add Shared VHDX to VMs from SCVMM without service templates.
################################################################
$ErrorActionPreference = "Stop"

$VMNames = @("VM1","VM2")
$size = 2GB
$creds = Get-Credential

#Getting VMs
$VMs = @()
foreach($VMname in $VMNames){
$VMs += Get-SCVirtualMachine -Name $VMname
}

#region Creating Disk Name
$VM1SharedDisks = $VMs.Get(0).VirtualDiskDrives | ? {$_.HasSharedStorage -eq $true }

$DiskNumber = 1
$DiskNumberReady = $false
do{
if(($VM1SharedDisks.VirtualHardDisk.Name -like "*DISK$DiskNumber*")){
$DiskNumber+=1
}else{
$DiskNumberReady = $true
}
}

While($DiskNumberReady -ne $true)

$DiskName = ($vms -join "-")+"_SharedDisk"+$DiskNumber
#endregion


$Diskpath = $VMs.Get(0).Location+"\$DiskName.VHDX"
$DiskSharepath = "\\"+($VMs.Get(0).VMhost.name)+"\"+$Diskpath.Replace(":","$")

#Create VHDX on the first VMs host
$return1 = Invoke-Command -ComputerName $VMs.get(0).VMHost.Name -Credential $creds -ArgumentList $Diskpath,$size -ScriptBlock{
PARAM (
$Diskpath,
$Size
)
$ErrorActionPreference = "Stop"

Try{
New-VHD -Path $Diskpath -Dynamic -SizeBytes $size | Out-Null

$status = "Success"
}

Catch{
if($_.Exception.Message -like "*Update-ClusterVirtualMachineConfiguration*"){
$status = "Success"
}else{
$ErrorMessage = $_.Exception.Message
$Status = "Failed"
}
}

Finally{
$return1 = @($Status, $ErrorMessage)
$return1
}
}

if($Return1.Get(0) -ne "Success"){
Write-Error -Message $Return1.Get(1)
}


#Adding Shared VHDX to VMs
foreach($VM in $VMs){
$return2 = Invoke-Command -ComputerName $VM.VMHost.Name -Credential $creds -ArgumentList $Diskpath,($VM.Name) -ScriptBlock{
PARAM (
$Diskpath,
$VMname
)
$ErrorActionPreference = "Stop"

Try{
Add-VMHardDiskDrive -VMName $VMname -Path $Diskpath –ShareVirtualDisk | Out-Null

$status = "Success"
}

Catch{
if($_.Exception.Message -like "*Update-ClusterVirtualMachineConfiguration*"){
$status = "Success"
}else{
$ErrorMessage = $_.Exception.Message
$Status = "Failed"
}
}

Finally{
$return2 = @($Status, $ErrorMessage)
$return2
}
}
if($Return2.Get(0) -ne "Success"){
Write-Error -Message $Return2.Get(1)
}
}

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