If you want the 'best' performance from the drives, ZFS is not going to cut it. ZFS is about ultimate data resiliency, it still to this day has not been completely optimized for NVME drives.
I would suggest creating a ZFS pool for vm bootdisks...
As far back as I remember, memory ballooning has always been a little 'buggy' with windows, the general consensus is to leave it disabled for Windows guests.