I have this exact setup (R730 and ZFS), but I'll have to disagree on not using TrueNAS. There are features you may want to use, and the logical separation of the zfspool from the rest of the server has been handy. I boot and store my VMs off of SSDs outside of the main NAS pool.
If you want to use a NVMe boot drive on a PCIE card, the server isn't natively capable of it. You need to use a USB drive to bootstrap it with Clover. I forget the exact technical details. I have had no problems leaving it in the internal usb port over a couple years so far.
Imo get the H730 if it's financially reasonable. The passthrough is better supported in my experience. You can resell the H330 fairly easily.