Adding mounted VHD files

I have tried unsuccessfully to add mounted VHD's to a new or existing pool.  I am currently using v2.2.0.734.

I don't want to take a performance/cache hit by using CloudDrive to make shares on my NAS available, so I created and mounted a VHD file from there.

"\\nas\root\disk01.vhd"

Is this possible?

Thanks,

Chris