I'm genuinely envious of your setup mate!

I wish I had this many USFF PCs, looking around for Dell Micros, HP G series mini, Lenovo Tiny... The prices are absurd in the EU: stuff that's 10 years old being sold for 150+ EUR

As a starting point and as long as you understand that it's a playground that you can make more serious down the line, literally anything will do. Dabble here and there with the software, but I agree with the fact that having room for expansion (i.e. expansion cards) is a nice bonus. As a rule of thumb I'd say that at least four cores (hyperthreading would be good to have but not mandatory) and 16 GB of RAM is a decent starting point that will allow you to run a good bunch of containers and VMs in Proxmox.

You are seeing on eBay CPUs that WERE worth four thousand dollars, now their only use is either scrap or homelab/homeserver usage.

As someone already mentioned numerous times, it's orders of magnitude more likely that motherboards fail instead of the CPUs: case in point a ESXi server at work that sent some DIMMs belly up because of a faulty motherboard, I somewhat forced the field support technician to not even bother trying the same motherboard with a different CPU (they later tried the same motherboard in their labs with a brand new CPU and the issue stayed the same).

Depending on your workload or activity, even going with refurbished or repurposed chipsets might be the way, as is exactly what a lot of manufacturers on sites such as AliExpress are doing, can save you quite a lot of money and still obtain an acceptable result.

I noticed you asked me in the previous post for some inputs, feel free to ask away either here or via DM, up to you :)