Can't create symlinks in virtualbox shared folders

Also look this protip.

Solution is simple.

For *nix:

VBoxManage setextradata VM_NAME VBoxInternal2/SharedFoldersEnableSymlinksCreate/SHARE_NAME 1

For Windows:

VBoxManage.exe setextradata VM_NAME VBoxInternal2/SharedFoldersEnableSymlinksCreate/SHARE_NAME 1

Where VMNAME is the name of your virtual machine (e.g Ubuntu) and SHARENAME the name of your shared directory (without the "sf_" prefix).

On Windows, always restart the Virtual Machine AND VirtualBox GUI.

Based on this SO answer.