Hey Patrick. Ran into this many times last year ,I had a case opened to Citrix where folder exclusions wasn't working, so had to mount CPM VHDX files dozens of times to validate
Steps I used
1: Set above policy that Jian has linked
2: Copy down VHDX to alt location
2: Double click to mount, ignore the 'access denied' message
3: Once opened, to inspect the contents, you'll want WizTree or equivalent to view the contents.
4: Unmount when done, delete file