Yes I am using the Pi 4 8GB. It is running really well. We have 4 people using it. I am using an M2 SATA that is connected to the USB 3 port. When you make the build of windows you need to dig into the system32/drivers folder. Delete uaspstor.sys and then copy USBSTOR.sys. Rename that copied USBSTOR.sys to uaspstor.sys. The second thing you need to do is flash your firmware on the Pi. To do that you need to update eeprom using the Pi software. You put that on an SD, put it in the Pi, boot it and you will get a green screen when it is done. That will then allow you to USB boot.
Other things to do are enable the 8GB (by disabling the 3GB limit) in the “bios”. Then move the USB boot order up so you don’t have to wait for it to check other sources for the boot files before it gets to USB.
Depending on the version of windows you are using you may find when you put the Ethernet in it doesn’t work or you get a BSOD. That means it needs a driver update for the Ethernet which you can get from the Windows on Raspberry discord.
Finally if you are over clocking it then I would set that up before you attach the M2 to the Pi. After I’ve built the windows (using WoR, ntlite and neon 3 (I kept edge so I can download things from the net)) I do the USB fix in system32 and then edit the config.txt to add the clock. Mine is running at 2.25GHz.
I’m running the dedicated server from steamcmd rather than steam directly.