@notthebee weird, at my previous job we got some random second-hand 10G NIC, x3, and put one in PowerEdge 2900, one in R540, and one in R710, they all worked fine.
Dell does have a whitelist for HDDs, but not being on the whitelist only gives you a permanent "non-critical" (warning) state on the drives, they otherwise work fine.
@wolf480pl I've heard that some models lock the fans at 100% if they detect an unknown PCIe device