I don’t have those ones used, but using PCI-E m2 SSDs is not too bothersome, you just don’t get to use boot camp assistant because it complains about “external” storage and you also need to adjust security settings.
I had two M2 SSDs, one of them had the windows installer and the other was for Windows. This was the quickest way and there is a topic here explaining W11 installation.
Note! If you have a W6800X MPX or similar use the HDMI output for a screen while installing windows or you’ll lose video when rebooting into windows. You need to have the Apple drivers installed for the thunderbolt ports to show video. It can be misconstrued as a system fault when it’s not.