If you encounter cannot execute binary file: Exec format error, the WSL interop configuration might be missing. You can regenerate the interop configuration with the following commands:
sudo sh -c 'echo :WSLInterop:M::MZ::/init:PF > /usr/lib/binfmt.d/WSLInterop.conf'
sudo systemctl restart systemd-binfmt
If Windows security prevents running executables from certain directories, move wsl-gvproxy.exe to an allowed location and use the GVPROXY_PATH environment variable.
# enable [automount] in wsl.conf for wsl-vpnkit distro
wsl.exe -d wsl-vpnkit --cd /app sed -i -- "s/enabled=false/enabled=true/" /etc/wsl.conf
# set GVPROXY_PATH when running wsl-vpnkit
wsl.exe -d wsl-vpnkit --cd /app GVPROXY_PATH=/mnt/c/path/wsl-gvproxy.exe wsl-vpnkit