Create a Desktop shortcut to an Outlook folder

I’ve been using Outlook since forever and I remember that I used to be able to create Desktop shortcuts to Outlook folders simply by dragging a folder out of Outlook and onto my Desktop (or any other folder in Explorer). This allowed me to quickly go to or open Outlook in a specific folder.

When I try do this now, my mouse pointer turns into a blocked shield.

Is it still possible to create Desktop shortcuts to specific Outlook folders in another way?