In a Windows 10 full MDM (AzureAD+Intune) scenario, you’ll move your email, app and file workloads to Office 365 (or alternatives).
In your pilot or hybrid phase, you may still need access to certain file shares on your servers, so here’s a simple PowerShell script you can deploy using Intune Device Configuration that maps your desired share. Deploy multiple times for multiple shares (or groups of users).
It will create a shortcut in a location you define, so the mapping is always user-driven, it will automatically suggest your user’s AzureAD login as username. You can of course customize the script to your liking if you did not change your local AD upn yet.