2 M-key sockets specifically for that, and there’s NVMe support in the RPi firmware to boot. Plus, you can always plug a full-sized PCIe adapter or an extender into such a socket and connect a ...
Laptops and other x86 mainboards often come with M.2 slots. Do you have a free B-key slot? You can put a RP2040 and bunch of sensors on a B-key PCB as an experimental platform carried safely ...