azcopy – How to copy files from Azure blob container directly to Azure disk

I have some files in Azure blob containers that I’d like to copy directly to an Azure disk when the disk is created. I did not think it was possible to copy files to a disk that is not attached to a VM, so I spun up an Azure VM and attached the disk. However, I can’t figure out how I can use the Azure CLI to copy some files from a blob container to this disk (both are in the same storage account).

I was thinking it would look something along the lines of this from the Azure docs, but I have a disk, not a file share.