What board should I plug the Huijue 330 pigtail into
Once the housings are built, you connect them to the Pinscape boards simply by plugging them in to the matching headers. Set aside any unused cables somewhere safely such as in your PSU box to potentially use in future. This is the simplest way to put it, pigtails are not "bad" they are just limited. A standard PCIe cable has six pins, with a secondary detachable 2-pin connector to form an eight-pin (6+2 pin) connector.
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