The limitation I know is that you are not supposed to touch the subdirectory that contains the Linux' filesystem root with windows tools, because that'll mess up some kind of hidden metadata.
Therefore, be sure to follow these two rules in order to avoid losing files, and/or corrupting your data:
DO store files in your Windows filesystem that you want to create/modify using Windows tools AND Linux tools
DO NOT create / modify Linux files from Windows apps, tools, scripts or consoles
Remember: There's a reason we gave the %localappdata%\lxss\ folder 'hidden' & 'system' attributes
Incidentally, the response from a MSFT employee about why this isn't a problem with Samba is "Because this isn’t a supported mechanism for accessing files via a networked file access protocol; it’s what happens when a hacker modifies files stored in a hidden system folder.", which is pretty much a non-answer and almost a "you're doing it wrong" accusation in an attempt to hide from the fact that they seriously screwed this up.