Recently I saw this RTX 4060 Ti by ASUS with an m.2 slot, it's a sound idea, why waste 8 lanes (by putting 8 lanes GPU in 16 lanes slot). But I'm wondering about homemade solution, I found one of those passthroughs, it should work theoretically, adding 2 additional m.2 slots to the system, obviously it won't work in most PC cases without a pcie riser. Anyone tried that? any success? in my case (pun not intended?) my motherboard only supports 8x8x bifurcation so i could use only one m.2 device but on motherboards supporting 8x4x4x bifurcation both m.2 slots could be usable
EDIT: just got a bios update that says "Support graphics card with M.2 storage" and it gave me 8x4x4x bifurcation option, lol
*coin miners do basically what you're asking all the time.
Your motherboard needs to support the bifurcation. But if it does then what you're looking for can be done really cheaply (and ghettoly) with ease.
https://www.aliexpress.us/item/3256805389496343.html
https://www.aliexpress.us/item/2255800628827557.html