I had created a DS4 Virtual Machine with 1 data disk. I wanted to change caching property for the datadisk.
This property can be found at storageProfile.dataDisks.caching
The only way to do this is to first remove the data disk with Remove-AzureVMDataDisk and Add-AzureVMDataDisk with new caching setting.
This seems cumbersome.
So I am requesting Set-AzureDataDisk cmdlet which can be used to update the properties of an existing data disk.