I do use NexentaStor as well as OI (and illumian.org, the Debian-packaged illumos variant) but did not get the chance to use it in combination with Proxmox.
My overall experience with iSCSI vs. NFS was that albeit iSCSI might give you a tick more of performance, it's not always worth the time you have to invest into learning multipathing, tuning jumbo frames, and foremost configure initiators and MPIO. iSCSI and FC are about block devices while NFS and SMB are closer to each other and can accept temp. loss of IO while block devices via FC oder iSCSI can crash a system more easily when conenctivity is lost.
If you want to use the snapshots on ZFS I had to realize, that - although you can snapshot and clone easily zVols (this is what gets mapped as iSCSI LUN) you cannot expose a snapshot as LUN (i.e. for restore), you have - at least from what I currently know - to revert the zVol completely. With NFS you are more flexible from a illumos/Nexenta perspective.
In general about ZFS for virtualization, you want to have many small vdevs (disk groups) in a zPool to get decent performance.
You can do Raidz but best performance an easiest expanding is possible with Pools of mirrored vdevs.