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Hello,

what is the best way to run Powershell inside c# when building a Windows virtual machine?
AzureNative.Compute.VirtualMachineRunCommandByVirtualMachine  or build an extension with azure-native.compute.VirtualMachineExtension?

 i need to add some entries to the firewall.

Any ideas on the best approach to add firewall rules to Windows firewall on an azure vm?

You could try using Powershell Desired State Configuration in combination with the DSC VM Extension!
Powershell DSC extension doc: <https://learn.microsoft.com/en-us/azure/virtual-machines/extensions/dsc-overview>
Pulumi Azure Native VM Extension listing: <https://www.pulumi.com/registry/packages/azure-native/api-docs/compute/virtualmachineextension/>

I will take a look at this. Thank you <@U03JNU76GAJ>