Share folders between two EC2 instances within the same VPC

You can simply create a security group and then add an inbound rule to allow all traffic from it's own security group and then add these security group in both instances to share data with each other but there's an better approach for this is to use FSx in AWS.

Ok, here is what to set, and seems to be the only thing needed. Add a security group with one rule for each server, each allowing all traffic on all ports. So in the screenshot below I have 3 servers, and 3 rules. I give this security group to all three servers and now they can share files.
I could not get this to work just using the TCP/UDP 445, 135-139. So some protocol/port must have been missing.