Make sure Ubuntu can find the new version
$ sudo sed -i -e 's/^Prompt=.*$/Prompt=normal/' /etc/update-manager/release-upgrades
Check what can be installed
$ lsb_release -a
Don't upgrade everything just now
$ sudo -S apt-mark hold procps strace sudo bash
Run the upgrade
$ sudo -S env RELEASE_UPGRADER_NO_SCREEN=1 do-release-upgrade
You might need to restart WSL (from cmd.exe)
> sc stop LxssManager
> sc start LxssManager
Fix the broken locale
$ sudo gunzip --keep /usr/share/i18n/charmaps/UTF-8.gz
$ sudo dpkg-reconfigure --frontend=noninteractive locales