I understand you have some data on a disk that you would like to be shared across multiple VMs in your VMSS.
Azure shared disks is a feature for Azure managed disks that allow you to attach a managed disk to multiple virtual machines (VMs) simultaneously. However, shared disks require a cluster manager, like Windows Server Failover Cluster (WSFC), or Pacemaker, that handles cluster node communication and write locking. Shared managed disks don't natively offer a fully managed file system that can be accessed using SMB/NFS.
If you do not wish to use a cluster manager, I would recommend using Azure Files. Azure Files offers fully managed file shares in the cloud that are accessible via the industry standard Server Message Block (SMB) protocol, Network File System (NFS) protocol, and Azure Files REST API. Azure file shares can be mounted concurrently by cloud or on-premises deployments. SMB Azure file shares are accessible from Windows, Linux, and macOS clients. NFS Azure file shares are accessible from Linux clients
If you are using Linux VMs you can also consider using Blob Storage and mounting with either BlobFuse2 or NFS.
Hope this helps. Let me know if you have any questions.
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