I have spent a wet weekend mucking about with my X850 and a 256 gb msata drive.
Mine is the 3.0 version and I suspect others have been plagued with problems by buying the earlier versions.
I am using the Raspberry Pi 3 Model B+ that is set up to boot from USB.
To install Raspbian I used a usb A to usb A cable and plugged that into the X850 and a Windows laptop.
It recognised the drive immediately and then I loaded Raspbian using Etcher.
After that I installed the X850 and powered up the Pi and the X850.
By this I mean i used two separate USB leads as the version 3.0 of this shield has a separate power input for the msata card.
The Pi happily set itself up.
The Pi seems stable and reboots etc without problems. Wifi is fine.
It is a fast drive, about 10 x faster than my USB drive for instance, e.g.
Last login: Mon Apr 8 22:30:57 2019
pi@hassio:~ $ dd if=/dev/zero of=/tmp/test.img bs=1M count=100
100+0 records in
100+0 records out
104857600 bytes (105 MB, 100 MiB) copied, 0.962152 s, 109 MB/s
The attraction for me is that it is tidy and fast. As i had a spare msata card it suits me fine.
Now running HASSIO and happy.