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The vhdx will keep changing so you will store the full vhdx for each snapshot. You will need a lot of storage and shadow copy will have a hard time to cope with this, it's not really meant to do this IMO, I would do it at the storage level.

If you must have shadow copies of your FSLogix profiles then store them on a separate disk. As the previous commentator said it will almost be 1:1. If you have 6TB of profiles you'll need 6TB of shadow copies and you'll only get 1 restore point.