man zpool states that a
vdev for a zfs pool can be a "regular file". Can I specify a sparse file (the warning about the integrity of the file being determined by the underlying filesystem should apply with the same relevance for a sparse file)?
The ZFS administration guide on https://pthree.org/2012/12/04/zfs-administration-part-i-vdevs/ states that file vdevs "must be preallocated, and not sparse files or thin provisioned" (thanks to @jlliagre).
On https://wiki.archlinux.org/index.php/Experimenting_with_ZFS sparse files are used without any comment.