Not saying that you should never do a full mysql dump. Nor that you should not ensure that you can import a full dump.

But when you already use ZFS you can do a very speedy full backup with:

    mysql << EOF
        FLUSH TABLES WITH READ LOCK;
        system zfs snapshot data/db@snapname
        UNLOCK TABLES;
    EOF

Transfer the snapshot off-site (and test!). Either as a simple filecopy (the snapshot ensured a consistent database) or a little more advanced with zfs send/receive. This is much quicker and more painless than mysql dump. Especially with sizeable databases.