Multiple VHD on a single USB

[Leopold]

When I use WinToUSB and create a WinToGo USB drive from a Windows 10 ISO for example, I see that a VHD file is created on the USB drive from which the OS boots. Now my question is, whether we can add a few more VHDs to that same USB drive, so that we can choose which of the VHDs I can boot up from, at startup ?

For example, I want to create a bootable WinToGo USB of Windows 10 using WinToUSB. SO I get an USB containing a VHD file.

Now I can create another such similar WinToGo on a different USB drive, That drive will also contain another VHD file.

Now, I want to add that second VHD also to the SAME [first] USB that WinToGo that I made, and I want the bootloader to ask me at startup as to what VHD I want to boot from...

Can you please tell me how I can do this ?

EDIT:

I have already seen this thread... Hoping to see more clearer steps on how exactly it can be done .. Thank you