I have not tried using Codex app for Windows so can only infer that if it works with Codex or Claude Code via the CLI then it will also work correctly using VSCode extensions for Codex and/or Claude Code.
If that is true then consider using VSCode with the extensions so as not to need the CLI.
For coding my setup is
- Windows 11
- VSCode
- VSCode entensions for Codex and Claude Code (Wish I could disable co-pilot, it just gets in the way)
- Git
- VSCode workspaces
- WSL or WSL 2 or such is not used.
Yes the generated Windows commands can be problematic but often the LLM get it correct. Updating the memory files such as AGENTS.md and CLAUDE.md works, but I also prefer to just create a MEMORY.md file and use that.
What makes it even hard for the LLMs is that I often do not setup the environment PATH variable to find needed tools which makes it hard the the LLM to find them often failing. By listing the full path in a memory file, the problem is often fixed.
I may use a LLM CLI once a week if absolutely needed.
HTH