If you're considering using a VM family other than the Ebsv5 or Ebdsv5 series, it's important to note that the NVMe interface is only supported on these two families. If you select a non-supported VM family, you'll receive an error message that reads:
"The selected VM size can't boot with DiskControllerType. Check that the disk controller type provided is one of the supported disk controller types for the VM size Y Please query SKU API at https://docs.microsoft.com/rest/api/compute/resource-skus/list to determine supported disk controller types for the VM size Resource SKUs - List - REST API (Azure Compute)".
Therefore, to ensure that you use the NVMe interface successfully, choose either the Ebsv5 or Ebdsv5 VM, family.