Other You can format a zfs zvol to ufs but is it usefull ?

Because you don't need ZFS for a small VM for example? Linux VMs format the disk image with ext4 or xfs for example. For all intents and purposes it's a disk image, you can format it with anything you like or even use it as a raw disk device. Why do think it has to be ZFS?
 
Like I said, a zvol is a disk image. And you get the added befits of the underlying ZFS features (clone, snapshots, dedup, compression, data redundancy, etc).
 
Not one I can think of.
I will look if you can configure bhvye that such a device is "the harddisk" for a guest.
 
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