Note that the cp commands I tested complete much faster than the actual writes to disk due to buffers and co. It takes a few minutes for the blocks to actually reach the disk as seen in the graphs.
Whenever your workload can be mainly processed within your RAM, even a slow HD pool is nearly as fast as an ultimate Optane pool.
In my tests I used a pool from 4 x HGST HE8 disks with a combined raw sequential read/write performance of more than 1000 MB/s. As long as you can process your workload mainly from RAM, it is tremendously fast. The huge fallback when using sync-write can be nearly eliminated by a fast Optane Slog like the 900P. Such a combination can be nearly as fast as a pure SSD pool at a fraction of the cost with higher capacity. Even an SMB filer with a secure write behaviour (sync-write=always) is now possible as a 4 x HGST HE8 pool (Raid-0) and an Optane 900P Slog offered around 500-700 MB/s (needed for 10G networks) on OmniOS. Solaris with native ZFS was even faster.
No harder than everything else up to this point. I imagine there is a way to do it directly on the host but I decided to move my shares to an LXC container to keep things separated.
Setup a container with your preferred flavor of Linux and install the packages for an NFS server. There is also a template for a Turnkey Fileserver in Proxmox but I have not tried it.
You will have to go into the shell and add your storage to the container manually. Look into bind mounts, but mostly you are adding a line "mp0: /mypool/storage,mp=/storage" to the end of the config file for the container. You might need to do multiple mounts if you created different sub volumes in the zfs pool. When you go to setup your shares the path will be something like /mnt/storage
For containers, you can do a to access certain directories only, though keep in mind that you might have to fiddle with the user id mapping to get useable permissions then. This does not work for VMs, and while there is virtio-fs floating around for a while now, it's not natively supported by PVE - so your best bet is probably NFS or some other network protocol as you suspected.