install_vscode.sh

#!/bin/bash

# /home/ec2-user/anaconda3/envs/JupyterSystemEnv/bin/pip install -U keytar jupyter-server-proxy
echo == INSTALLING CODE-SERVER ==
curl -fsSL https://code-server.dev/install.sh | sh -s -- --version=4.12.0

#########################################
### INTEGRATE CODE-SERVER WITH JUPYTER
#########################################
echo == UPDATING THE JUPYTER SERVER CONFIG ==
cat >>/home/ec2-user/.jupyter/jupyter_notebook_config.py <<EOC
c.ServerProxy.servers = {
  'vscode': {
      'launcher_entry': {
            'enabled': True,
            'title': 'VS Code',
      },
      'command': ['code-server', '--auth', 'none', '--disable-telemetry', '--bind-addr', '0.0.0.0:{port}'],
      'environment' : {'XDG_DATA_HOME' : '/home/ec2-user/SageMaker/vscode-config'},
      'absolute_url': False,
      'timeout': 30
  }
}
EOC


echo == INSTALL SUCCESSFUL. RESTARTING JUPYTER ==
# RESTART THE JUPYTER SERVER
systemctl restart jupyter-server

This is great. Thank you @sofianhamiti.
Assuming 'environment' : {'XDG_DATA_HOME' : '/home/ec2-user/SageMaker/<preferred subdir>'} installs VS Code in Sagemaker's EBS, it should persist through restarts, no?

And if so, do I need to add this to Lifecycle Configuration?

@zburq that's correct yes. You extensions and setting will persist if you point XDG_DATA_HOME to a folder under /home/ec2-user/SageMaker/

You can add this script to a lifecycle config to automate the install between Stop/Start of the instance.
I personally just run the script when starting the instance, as it's very quick and simple to run.

@sofianhamiti sorry - I don't understand. If VSCode is installed in EBS, and persists even after restart, why do you run the script when you restart the instance?

Has anyone run into this error message

Failed to restart jupyter-server.service: The name org.freedesktop.PolicyKit1 was not provided by any .service files
See system logs and 'systemctl status jupyter-server.service' for details.

I've looked around and don't seem to be able to find a solution to this.

Replying to my own comment, it seems that simply running the final command w/ sudo allowed me to progress. Thanks for the solution.

@scotteggs OMG, after hours of struggling, your comment saved me. Much thanks!!!