Research:

https://activedirectorypro.com/block-dangerous-file-attachments-in-exchange-online/

Summary:

APT41 sent spearphishing emails with attachments such as compiled HTML (.chm) files to initially compromise their victims.

Remediation details

Disable .CHM files as Email Attachments

1. Navigate to https://security.microsoft.com/
2. Click on Policies & Rules
3. Select Threat Policies
4. Select Anti-malware
5. Click Edit Protection Settings
6. Ensure common attachment filter is enabled
7. Click Select file type
8. Add .CHM

In addition to the above, there is an a more detailed guide you can leverage here: https://activedirectorypro.com/block-dangerous-file-attachments-in-exchange-online/

‍