In modern cloud environments, there is an increasing demand to provide high-performance block volumes within virtual machines. Many existing solutions come with several drawbacks: low performance and high latency, heavy system resource consumption, and sometimes the necessity to install additional client software. We aim to discuss various approaches that enable volume passthrough within virtual machines: vhost and vhost-user-blk, vfio-usr, NVMe/TCP, NVMe/RDMA. We will share the problems we identified and how we resolved them. The presentation will feature extensive performance data and a detailed bottleneck analysis. As a result, we will demonstrate how to achieve performance levels of tens and hundreds of Gbps and several million IOPS within a virtual machine using only a few CPU cores. Special attention will be given to the use of DPUs.