Unblock excel with macros from network shares

Hi,

Excel files with macros by default are not allowed to run from a network file share.

The workaround that I've seen around is to add the network share to the Trusted Sites on the local machines. I've tried that and works fine, but in fact it's something which does not feel right from a security perspective.
What I would like is to allow a specific folder or file instead of the whole network share, which leaves a door open to any malicious file.
Any other way of allowing specific files on a network share without allowing them all on the network share?

Thanks