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I don't want to launch instances (and run a script to set it up etc), I want to run my script THROUGH an instance.

I made this a while back that utilizes shell script and AWS cli to spin up and cloud init to run things https://github.com/nijave/cloud-init-golden-image

For this type of use case AWS has managed services like Batch, ECS, or even auto scaling groups that can make this easier depending on what you're trying to achieve.

ECS with Fargate executors is fairly easy to run arbitrary things inside a VPC

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