1. Highly not recommend to backup a drive consists too many folders or files (more than 1 Million, especially each of them is less than 1MB) in 1 folder. If possible (such as machine learning data-set), try to make a read/write disk image (.dmg) to store them. Otherwise time machine will spend significantly more time to restore the entire system. Additionally, if you manage to delete all of these tiny files/folders, Time Machine need to go over all of them during next backup, significantly increase the time to finish a backup. Moreover, these tiny folders can significantly increase the time for Disk Utility to check the file system (for potential errors) due to too many hard links.
A side note when restoring the entire system (APFS volume(s)) to a previous snapshot:
I've attempted to restore the entire system to a snapshot created several hours ago in MacOS Recovery, but the Time Machine restore returns a failure during the restore process (it also has something like this disk is in the inconsistent state). However, I re-run the Time Machine restore, and discovered that new snapshot is missing (which hints that the snapshot restoration is actually successful). As a result, I restarted the machine to MacOS again and run a First Aid on the APFS container, and the check finished successfully (no error). Hence I booted to system and discovered that the restore is successful (hopefully, this snapshot restoration is performed properly).