Depends on your needs. If all you need is a cheap-and-cheerful 10GbE SFP card, a SolarFlare SFN5122 will work just fine...just remember that some of the more fun features (SRIOV/VF) are not available to you (Solarflare/Xilinx...wow, I guess they are owned by AMD now) does not/will not have modern drivers for you if you want to do SRIOV. The APU will also not have support for that (you'll need a t740, and even then it's limited to 7 VFs on a more modern card).
The SFN5122 is a PCIe 2.0 card and runs at a ~5w thermal envelope, so it'll sit on that t730 all day with no issues - the same should apply as well with the X520-DA2. The DA2 will require you to tape over pin 5 and 6, but the Solarflare will not. As for the SolarFlare roasting the thin client, that's only for the SF7122, which is a PCIe 3.0 card and designed to put out much more heat. The issue in general isn't which make or model - it's more because certain cards simply generate more heat, and in the t730 (and to a certain extent the t740), the only airflow is over the APU and not on the slot itself, and on the t730, the RAM slots are directly above where the card would be. Also, remember that the card should be as generic as possible - nothing brand specific, no wacky firmware, and make sure you read the spec sheet - anything that mentions 11w+ thermal/electrical...is probably not going to work. That slot was originally meant to work with something like a Radeon RX540 GPU (well, the E9173 Radeon card, but same tech/same thermal+physical envelope).
The SFN7122 for example will work if you can put a slimline fan on top of the heatsink and zip tie it onto the card. I also had no issue with an X540-T2 or a Mellanox ConnectX3-FCBT (MCX354A), which is a 40GbE card - Those tend to run cool on both the t730 and t740 chassis.