If you followed what I said when adding ZFS you are using volumes already, its actually more work to use a dataset as its not the supported method by proxmox. 
I have since moved the OS drive from dataset to volume on the windows VM I am testing and its definitely faster, it boots in under 2 seconds now instead of about 5, and feels almost like bare metal when using it now. It was only raw in the first place as I had migrated it from esxi and hadnt bothered to convert it over.
You can confirm when you add a disk on the hardware config of the VM, if all of the raw. qcow2 options etc. are ghosted out, then you will be using a volume.
I have since moved the OS drive from dataset to volume on the windows VM I am testing and its definitely faster, it boots in under 2 seconds now instead of about 5, and feels almost like bare metal when using it now. It was only raw in the first place as I had migrated it from esxi and hadnt bothered to convert it over.
You can confirm when you add a disk on the hardware config of the VM, if all of the raw. qcow2 options etc. are ghosted out, then you will be using a volume.