It's a bit clunky, but I found some advice online to create a Windows batch file that sort of does what I want. It opens up a Windows dialogue box that has to be acknowledged before Matlab will start. Unfortunately it also opens up a command prompt window (that disappears once Matlab starts), so it's not very elegant... but still better than having to find half a dozen .m files that Matlab claims are "nonexistent"!
Copy the text below to an ASCII text file, and save it as e.g. NOT_MATLAB.BAT then add a shortcut to NOT_MATLAB.BAT wherever you wish (e.g. Desktop, pin to startbar etc.).
>NUL powershell "(new-object -COM WScript.Shell).popup('Open network drives if needed')"
"C:\Program Files\Matlab\R2023a\bin\matlab.exe"