Hello Lonely Rogue,
Welcome to the Microsoft Q&A and thank you for posting your questions here.
I understand that you would need to achieve appending records to CETAS External tables in Sql Server MI.
In your scenario use case, and regarding your questions I assumed you have large-scale archival operations, and for efficiency and maintainability these are best practices tips:
How can we Append records into CETAS table since DML operations are disallowed?
For appending records, your approach of using CETAS for each year with a UNION view is correct but consider automating the view updates to simplify future processes. https://techcommunity.microsoft.com/t5/azure-sql-blog/export-capability-cetas-for-data-virtualization-in-azure-sql/bc-p/4270848#M1972
I used Parquet file as CETAS format and found no easy method to merge the files programmatically. Am thinking to experiment with JSON now. Since I could write simple PowerShell to merge 2 JSONs?
For merging Parquet files, rather than moving to JSON, leverage tools like Azure Data Factory or Spark to manage and merge Parquet files programmatically. https://learn.microsoft.com/en-us/azure/synapse-analytics/spark/apache-spark-performance-synapse and https://learn.microsoft.com/en-us/azure/data-factory/transform-data
I hope this is helpful! Do not hesitate to let me know if you have any other questions.
Please don't forget to close up the thread here by upvoting and accept it as an answer if it is helpful.