Yes. nconnect 4-16 gives more data paths so you get greater parallelism even on a single link, you should be able to saturate 10G with NFS, hell, I saturate 100G with NVMe storage.
It is advisable to start with a multipath device if you anticipate moving to that type of configuration. This way you won't have to make any adjustments from /dev/sdX to /dev/mpathX later.
Follow the official guide or our KB article and pay particular attention whether the command needs to run on all nodes (rare) or on single designated node.
Both approaches are valid. A single LUN has significantly less management overhead. With LUN per VM you would likely not be using LVM. You could, but I would not recommend it.
Because snapshots aren't available, what is the suggested backup method? is it manually going to the storage array (running ZFS/iSCSI) and doing the snapshot (i.e. zfs snapshot Vol1/Plex-OS@snapshot-2025-04-25)
Keep in mind that just yesterday it was reported that one particular TrueNAS specific 3rd party plugin was no longer compatible with most recent TrueNAS version