PowerShell snippet to change the Host Caching option for the OS disk of an existing VM in Azure RM.

AzureRM-ChangeVMOSDiskHostCaching.ps1

#Requires Azure PowerShell v2
#Check documentation https://docs.microsoft.com/en-us/powershell/azure/active-directory/install-adv2?view=azureadps-2.0

#Make sure AzureRM module is installed and loaded
Import-Module AzureRM

#Connect to Azure
Login-AzureRmAccount

#Get the current VM config
$vm = Get-AzureRmVM -ResourceGroupName "myRG" -VMName "myVM"

#Change the Caching option. Possible value None, Read, ReadWrite.
$vm.StorageProfile.OsDisk.Caching = "None"

#Update the VM config
Update-AzureRmVM -VM $vm -ResourceGroupName "myRG"