nvme ssd

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Here is an official list so far :

Apacer NVMe AP1TPP3480-R 1 TB NAS PP3480-R FS 67
Apacer NVMe AP512GPP3480-R 512 GB NAS PP3480-R FS 67
Apacer NVMe AP256GPP3480-R 256 GB NAS PP3480-R FS 67
Apacer NVMe AP128GPP3480-R 128 GB NAS PP3480-R FS 67
Seagate NVMe ZP2000NM30002 2 TB NAS IronWolf 525 FS 67
Seagate NVMe ZP2000NM3A002 2 TB NAS IronWolf 525 FS 67
Seagate NVMe ZP1000NM30002 1 TB NAS IronWolf 525 FS 67
Seagate NVMe ZP1000NM3A002 1 TB NAS IronWolf 525 FS 67
Seagate NVMe ZP500NM30002 500 GB NAS IronWolf 525 FS 67
Seagate NVMe ZP500NM3A002 500 GB NAS IronWolf 525 FS 67
Western Digital NVMe WDS400T1R0C - 68BDK0 4 TB NAS Red SN700 FS 67
Western Digital NVMe WDS200T1R0C - 68BDK0 2 TB NAS Red SN700 FS 67
Western Digital NVMe WDS100T1R0C - 68BDK0 1 TB NAS Red SN700 FS 67
Western Digital NVMe WDS500G1R0C - 68BDK0 500 GB NAS Red SN700 FS 67
Western Digital NVMe WDS250G1R0C - 68BDK0 250 GB NAS Red SN700 FS 67

https://www.asustor.com/service/m2ssd?se...&class=NAS

You may also use any other NVMe SSD. But keep in mind it comes with PCIe 3.0 M.2 NVMe SSD slots. So you can save money compared to gen4 NVMe.

Heatsinks are not essential. But there is nothing wrong with having them. 

Regarding storage space. You do not need to fill all NVMe slots. You can go for a 3 SSD in RAID5 (that loos one SSD for redundancy. So you get 2xSSD storage space). Or RAID6 that use 2 SSD for redunacy.