In https://openzfs.github.io/openzfs-docs/man/7/zfsconcepts.7.html#Snapshots it reads:

File system snapshots can be accessed under the .zfs/snapshot directory in the root of the file system. Snapshots are automatically mounted on demand and may be unmounted at regular intervals. The visibility of the .zfs directory can be controlled by the snapdir property.

Would the .zfs/snapshot/zfs-auto-snap_monthly-2021-07-01-xxx mountpoint in the root of the data/xxx dataset suffice to provide borg with the data? Could it be adapted to not use the canonical /mnt/borg-snapshot path?

ln -s /data/xxx/.zfs/snapshot/zfs-auto-snap_monthly-2021-07-01-xxx /mnt/borg-snapshot could help to avoid using a legacy ZFS mountpoint here.

Well, I think we just didn't know about the .zfs folder 😄. I'm not familiar with the borg setup, I guess we could do either.

So called legacy, manual mounts are generally discouraged with newer versions of ZFS.

Please also do take no offense about .zfs either, it's one of the weirdest and most uncommon, yet most useful patterns in POSIX-compatible file systems.