When creating an Azure NV6 VM with Windows 10 the VM blue screened when installing the NVIDIA GRID drivers (411.81) either through the Azure extension, or manually as per the guidance here.  The blue screen error was System Service Exception for nvlddmkm.sys.

I discovered that the issue was specific to Windows 10 1809 as when I installed the drivers on Windows 1803 the error didn’t occur.  It’s likely that 1809 will be supported in a newer driver.