Microsoft has published Visual Studio Code v1.35 and besides using a new icon it comes with support for the previously insider-only version of the Remote Development Extension. This allows developers to open their projects in a different environment, either local or remote.
The most propagated use cases are connecting to your Linux subsystem (WSL), a container running on a local Docker instance or a remote server using SSH. Hidden in the ‘Advanced Containers’ section the documentation also describes how to combine the latter two: Open a project on a remote server within its own Docker container. I have tried it and would like to share the setup process and obstacles I faced.