There is no point in using ZFS (which focuses on resiliency), as a gaming platform (which focuses on performance). You can do the same thing better (withouth all the parity calculations and the complexity of virtualization) with a windows machine, but in the end if you want two users to play simultaneously you need to have the hardware to support two gaming rings.
The way I see it, either building a single gaming system or using GeForce NOW are the best options.