@stavros mitchell Apologies for the delayed response and any inconvenience this might have caused. I would refer you to our Migrate to Azure file shares document which goes over the different scenarios. Since you are migrating from a NAS, Robocopy is the best option. It doesn't seem necessary to create a VM and migrate there first. You could simply mount the share locally and copy the files directly.
If you have enough on-premise resources you could create a new Windows Server to migrate your data to then use Azure File Sync to move the data. If you wanted to do this approach then this document would help you accomplish that.
Hope this helps. Let us know if you have further question and we would be happy to assist.
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