If you want to use a writable volume you need to use linked clones, otherwise it won't work. And also floating. That's what makes Appvolumes work, you always get a different machine and Appvolumes attaches the appstack or writable to the machine.
Also, if you create the pool, make sure that you select the option refresh after logoff. This way the machine is being refreshed and no information is stored on the VDI machine when a new user attaches his or her writable.
