Adam,
The technology is pretty cool and I can see why you would want to give it a try.
Let's see what we can do to help you out. I have seen a few issues with this particular configuration in the wild as I have done this for some of my customers and students to test out various solutions.
Using the article that you are attempting to follow by Luca, and without being able to see your environment and do a little investigating to eliminate some obvious issues, I am going to offer you some guesses, and you will have to work on eliminating them one by one till you hopefully find the right one and are able to move forward.
The instructions that Luca provides are good, but there may be a few gaps based on what you have "under the hood".
First, the line up near the top of the article where he has you modify the VMware vmx file: scsi1:0.virtualSSD = 1
You may want to try making the designation virtualHDD instead and see of that helps. I have seen this become an issue if the physical disks are HDD and not SSD.
Second, the error in PowerShell initially seems to indicate that no disks with supported controller are found. This points to the controller configuration / choice as being the culprit.
Luca indicates that all 4 disks need to be connected to a dedicated SCSI controller, that is configured with Physical SCSI Bus Sharing and has a picture of how his setup is configured.
I assume based on your comments that you have checked this config and that it is setup properly, but I would check again, as this may be the area where the problem is.
Also, these disks must be Thick Provisioned EAGER zeroed, not LAZY zeroed, and that can also be easy to miss if you were not careful.
Start with the items above, as I think one or more of them are probably the issue.
In addition, there are some other cool and interesting ways to get this done as well if you want to branch out a little bit.
Check these solutions out also:
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https://blogs.msdn.microsoft.com/clustering/2017/02/14/deploying-an-iaas-vm-guest-clusters-in-microsoft-azure/
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https://gallery.technet.microsoft.com/scriptcenter/Building-Storage-Spaces-a0436d4e
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https://docs.microsoft.com/en-us/windows-server/storage/storage-spaces/hyper-converged-solution-using-storage-spaces-direct
On # 3, make sure that you check out the discussion about being able to do this on Server Core, which would be a good option.
Be in touch if what I suggested above does or does not help out, and I'll be happy to discuss some other things with you if these do not work.
Good luck !!
Cheers,
Adam