In the recent (3.0.18) version, I tried @james's answer, but no luck.
Next, I tried options @chiristian wrote in the reg file, and it worked.
You can make a bat file like the one below and drag & drop a file you want to play.
C"C:\Program Files\VideoLAN\VLC\vlc.exe" --sout-all --sout #display %1 --started-from-file --no-playlist-enqueue %1