I had to create somthing like this a few years back; very possible but was a pain to tweak exaclty how I wanted it(Lots of trial and erorr with bcdedit).
I'm going to assume you already have a bootable disk (using bootmgr) with multiple vhdxs on it.
Here's the info I used to refrence when building mine:
https://learn.micros...attach-the-vhdx
It sounds like you could skip alot of those steps and start right above Step 4 where it says "Attach the VHDX".
A coupleof notes worth mentioning:
*If these vhdxs are on a USB drive, you may need to make sure its using mbr instead of gpt partition formatting. In my experience, it was seemingly hit or miss with usb drives. Some drive types (vendor), I was able to partition them using gpt and they would boot fine; Others I'd have to use mbr formatting and lay down the boot sector with bootsect command(ex: bootsect /nt60 d: /mbr).
I cant recall 100% but I beleive I had to format with ntfs on the usb when using mbr partition type due to the size.
*The easiest way that I have found to make a 100% microsoft/windows native bootable usb for windows/winpe is to download and use the microsoft windows media creation tool:
https://support.micr...f-40c3b507420d
After installing/running it, let it download windows and format the usb drive however it needs to and after its complete, delete all of the files and copy over the whatever your wanting to boot (ex: If winpe iso, extract winpe iso to usb and it should boot with no other changes needed; keyword "should"...It worked in the scenarious I was using but posisble may not work for all acenarios).
Hope this Helps
-A
Attach the VHDX
Attach the VHDX
Attach the VHDX