Programmatic way to add a shortcut to OneDrive for users?

Daniel Baird 
I have managed to achieve it somehow

You need to register SPO App within Azure AD with Sites.FullControl.All permission, and look up shortcut body by inspecting browser dev tool (just to get the correct payload per folder). Add a link from browser and look for "children" POST API Call and copy the payload. There are possibly other ways to reconstruct the correct data, I was lazy so I looked up these values. 

$UPN = "upn@domain.com"
$Token = (Get-MsalToken -TenantId tenantID -ClientId ClientID -ClientCertificate (get-item Cert:\LocalMachine\My\CertThumbprint) -scopes "https://yourtenant-my.sharepoint.com/.default").AccessToken
$URI = "https://yourtenant-my.sharepoint.com/_api/v2.1/drives/$UPN/items/root/children"

$Dokumenty = @(
    @{Site1 = @"
{"name":"Documents","remoteItem":{"sharepointIds":{"listId":"listID","listItemUniqueId":"root","siteId":"SiteID","siteUrl":"https://yourtenant.sharepoint.com/sites/SiteName","webId":"32bf89e7-ae22-4d67-8444-698ed19421e7"}},"@microsoft.graph.conflictBehavior":"rename"}
"@},
    @{Site2 = @"
{"name":"Documents","remoteItem":{"sharepointIds":{"listId":"listID","listItemUniqueId":"root","siteId":"SiteID","siteUrl":"https://yourtenant.sharepoint.com/sites/SiteName","webId":"32bf89e7-ae22-4d67-8444-698ed19421e7"}},"@microsoft.graph.conflictBehavior":"rename"}
"@},
    @{Site3 = @"
{"name":"Documents","remoteItem":{"sharepointIds":{"listId":"listID","listItemUniqueId":"root","siteId":"SiteID","siteUrl":"https://yourtenant.sharepoint.com/sites/SiteName","webId":"32bf89e7-ae22-4d67-8444-698ed19421e7"}},"@microsoft.graph.conflictBehavior":"rename"}
"@}
)

$Dokumenty | % { Invoke-RestMethod -Uri $URI -Headers @{Authorization = "Bearer $Token"} -ContentType 'application/json' -Body $_.values -Method POST}

You need to replace the payloads within $Dokumenty array. Each Folder will be added for that user to OneDrive as Shortcut. Let me know if it worked for you 🙂