That seems like a lot of effort - is there no ability to boot a custom thumb drive that loads something like an SSH terminal, or dummy display for VNC?
The problem is not getting TrueNAS on a disk. You can do it externally, but you need to disable the on board flash storage and change the boot order from the BIOS.
That box is "just" an I/O optimized PC which can boot without a GPU.
Older hardware with Intel processors have an iGPU on board. You can use the HDMI output on these directly.