Extend Volume in Disk Management may be greyed out when attempting to extend a VHDX volume. You can use Diskpart to extend the volume.
First detach the VHDX
Using Diskpart select the VHDX location
select vdisk file="C:\Path\To\Disk.vhdx"
Expand the disk to the required size in MB, e.g. 2Gb, 1GB = 1024MB
expand vdisk maximum=2048
Reattach the VHDX
In Disk Management(diskmgmt.msc) extend the Volume with the newly added space.