I’ve solved my own problem (with help from Alex Dewar), so I thought I should post what I did in case anyone was stuck on the same thing.
I was having problems creating shared folders with the VirtualBox Jupyter VM. I was getting a VERR_PDM_MEDIA_LOCKED error:
Most helpful, apart from Alex, was this Stack Exchange page [link].
Broadly, I made sure that the Guest Additions ISO was removed from the virtual drive etc., restarted the VM (several times), inserted the Guest Additions CD via the Devices tab and then mounted the CD manually:
sudo mount /dev/cdrom /media/cdrom
I also had to install the kernel headers and run the set-up script:
sudo apt-get install linux-headers-$(uname -r)
sudo rcvboxadd setup
After that, I was able to cd to /media/cdrom and run the VBoxLinuxAdditions.run
Shared folders can then be added in the normal way.