What is the best practice location for Memorize Optimization (OLTP) files?
I think we are talking about In Memory OLTP ?
The files are necessary for disaster recovery
Once added they can't be removed without dropping the database !!!
You need x4 the amount of memory as disk files - if the disk files fill up your database will go suspect.
A fast disk subsystem is recommended.
I would advise careful testing before you deploy to production.
https://docs.microsoft.com/en-us/sql/relational-databases/in-memory-oltp/the-memory-optimized-filegroup?view=sql-server-ver15