Just buy used 10G hardware from an HFT firm :). Seriously, though, 10G gear is cheap these days.

I bet one could put an unreasonable amount of effort into convincing an Nvidia Bluefield card to pretend to be a disk well enough to get Windows to mount it. I imagine that AWS is doing something along those lines too, but with more cheap chips and less Nvidia markup…

There has got to be a way to convince Windows to do an overlay block device that involves magic words like “thin provisioning”. But two seconds of searching didn’t find it. Every self-respecting OS (Linux, FreeBSD, etc) has had this capability for decades, of course. Amusingly, AFAICT, major clouds also mostly lack this capability — performance of the obvious solution in AWS (boot everything off an AMI) is notoriously poorly performing.