Using MAK keys is possible, but there are very serious limitations:
1) MAK keys should not be used for the cloud groups. Cloud desktop group create and delete VDIs dynamically and this will exhaust number of MAK activations very quickly.
2) When using a traditional desktop group, do not use the auto-size feature because it'll cause the same effect as in the cloud groups.
3) Deploy VDIs manually, keeping an eye for the number of free MAK activations through the Microsoft account webpage.
To summarize all that: using MAK keys for VDIs is possible but highly impractical. VDI-based environment is usually very dynamic and using KMS server is recommended instead.