Gaming off of My Cloud?!?

I have recently purchased a My Cloud PR4100 and I am attempting to use it as an external drive to store games on. I have seen multiple options including directly wiring the My Cloud to my pc via an ethernet cable. What would be the best way to set up the My Cloud for the fastest connection and best performance while gaming?

Don’t use a direct connection.
Just use a gigabit router and UTP cables.
Store your games on a RAID1 array (mirror mode). This provides faster reads.
Map a share and test the transfer speed with a few large (1 GB+) files.

Games with a lot of small files (e.g. file count > 10k) will be a nightmare to load.