If you do a zfs list from the Proxmox server command line, you'll now see a dataset named something like rpool/vm100-data-disk1 and that the second virtual disk in your VM. Now you operate on the virtualdisk however you like, format it with EXT4 or something (don't use ZFS). It's still a ZFS volume and Proxmox will be able to snapshot it, replicate it etc, or you could do it manually on the host. But as far as the VM is concerned, it's a raw disk that you do normal disk stuff with.