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Recently I experienced an issue while trying to storage migrate a Hyper-V VM Guest with a pass-through disk attached. That was not feasible so I had to convert it to vhdx and re-attach it to my Guest.

Prerequisites:

  1. Ensure that you shut down the virtual machine that is connected to the pass-through disk.
  2. Make sure you have sufficient hard disk space to store the new VHDX file when it is converted.

Procedure:

  1. To open Hyper-V Manager, click Start, point to Administrative Tools, and then click Hyper-V Manager.

  2. Select the server running Hyper-V that contains the virtual machine with the pass-through physical hard disk.

  3. In the action pane, click New, and then click Hard Disk.

  4. The New Virtual Hard Disk Wizard appears. Click Next.

  5. Click VHDX, and then click Next.

  6. Keep the default disk type, which is Dynamically expanding, and then click Next.

  7. Specify the Name and Location of the new VHDX file, and then click Next.

  8. Click Copy the contents of the specified physical disk.

  9. Click the name of the appropriate offline physical hard disk from the available physical hard disks, and then click Next.

  10. Click Finish.

The contents of the pass-through disk or the direct-attached storage disk will be converted to the .vhdx file format. This might take some time depending on the size.

Source Technet