I had a WD_BLACK SN850X in my base PS5 and then put a Corsair MP600 Elite M.2 in my PS5 Pro. The only reason I bought the Corsair is because when I tried to swap in the WD SN850X, the Pro simply would not read it for some reason.
i sticked with the WD SN850P as recommended. Worked without any hassle, and many youtube videos available in case this is all new for you. But thought it was still rather expensive at 200€.