When running Grist using docker, you can tell Grist to store data files in another folder using a flag like -v <host-dir>:/persist, i.e. mapping some directory to be visible as /persist in the container.
I am not sure what Unraid’s method would be for creating such a mapping. I think it might only be a matter of changing /config to /persist in the Appdata line of unraid-templates/grist.xml at main · bonedrums/unraid-templates · GitHub.
You can see how /persist is actually used in grist-core/Dockerfile at main · gristlabs/grist-core · GitHub – in particular, you could override GRIST_DATA_DIR environment variable instead of remapping /persist.
The data files Grist actually stores are essentially SQLite files, both for documents and for the database with document metadata (/persist/home.sqlite3 in the docker setup). SQLite is totally happy to use spinning disks, and I don’t anticipate any issues with keeping data on those.
The only kind of data share NOT to try is a network folder shared by multiple independent Grist instances (not that I see any reason for anyone to do that). That pattern will not work: a Grist instance assumes that all changes to its data files go through that instance.