Given that you are running pretty standard Apps, it’s fine to run without virtualization.

• You don’t need a network share to access the files
• TrueNAS wants access to the physical drives

VMs add a useful abstraction layer between the hardware and the stuff you want to run. I tend to use VMs unless I have a reason not to.

• Having many VMs limits the blast radius if you do something stupid. This was more relevant before Containers were widespread
• If you do a major upgrade, you can snapshot the VM disk and roll back if it does not work
• It’s easier to backup a single directory with all the VM disks than configuring X Backups on physical Hardware
• If you want to replace a server, you can run a second VM and you don’t need additional Hardware

Reasons to not use VMs are basically

• access to physical hardware
• being able to use a display/keyboard,
• running on an embedded device

Samba/CIFS/SMB/Windows File Sharing (All the same thing, more or less) is the easiest solution an should work fine.

However if the Plex buffering is caused by the network connection (and not plex doing transcoding/whatever) it won’t help much. In that case, I’d go for a external HDD enclosure.

(Msybe a second NIC could help for SMB multipathing, but I doubt that. And I’d first confirm that that is actually the problem here)

If you know what you want to watch next, you could setup SyncThing (similar to dropbox) and just have a couple of Films on the linux box at a time

What OS are you running? If the main storage is on the network, chances are the OS can run from anywhere.

• get a 100GB HDD from Craigslist for free or a few bucks
• any old crappy USB stick.

If you still want to go for PXE, you don’t need any fancy networking. All you need is a DHCP-Server and a TFTP server with a Kernel and an initramfs. I think DNSmasq can handle everything with a bit of configuration. Or you go for a full server provisioning tool like Cobbler or theforeman

You assign each server their own image by placing the file in the directory /var/lib/tftpboot//Kernel (something along those lines)