Using DeviceMapper on CentOS in Azure

We have CentOS VM running in Azure. By default it comes with single disk. We have configured Docker with devicemapper storage driver in ‘direct-lvm’ mode using ‘additional data disk’. This being recommended configuration by Docker we want to follow it. However we want to configure it on the ‘same disk’ which comes with Azure VM. This is a constraint to us as we are planning to use Azure Virtual Machine Scale Set which does not support additional data disk at runtime. So question is - is it possible to configure ‘direct-lvm’ mode on existing OS disk ? We have limited expertise on Linux so unable to conclude on it.

Any inputs on this will be appreciated.