iSCSI Storage - PVE or VM?

Hello all,

I am trying to build a Plex VM on my PVE and I want to attach storage from my NAS, so I can store my videos. Is it better to attach the iSCSI storage on the VM, connected to the NAS, or to attach the iSCSI storage to the PVE server and then just share that out to the Plex VM? If its attached to the PVE server what protocol should I use to connect it to the VM?

Thanks,
Steve