Can I choose a sparse file as vdev for a zfs pool?
Yes, you can use sparse files as VDEVs when creating a ZFS pool. Although there was a bug affecting an early Linux ZFS port that prevented it to work, it was fixed four years ago.
You shouldn't expect performance or reliability with file based vdevs though.
Quoting the zpool manual page:
The use of files as a backing store is strongly discouraged. It is designed primarily for experimental purposes, ...