First, i have backports defined in sources.list:

$ cat /etc/apt/sources.list
deb http://deb.debian.org/debian/ bullseye main
deb-src http://deb.debian.org/debian/ bullseye main

deb http://security.debian.org/debian-security bullseye-security main contrib
deb-src http://security.debian.org/debian-security bullseye-security main contrib

# bullseye-updates, to get updates before a point release is made;
# see https://www.debian.org/doc/manuals/debian-reference/ch02.en.html#_updates_and_backports
deb http://deb.debian.org/debian/ bullseye-updates main contrib
deb-src http://deb.debian.org/debian/ bullseye-updates main contrib

deb http://deb.debian.org/debian bullseye-backports main contrib non-free
deb-src http://deb.debian.org/debian bullseye-backports main contrib non-free
I have added it using command:
codename=$(lsb_release -cs);echo "deb http://deb.debian.org/debian $codename-backports main contrib non-free"|sudo tee -a /etc/apt/sources.list && sudo apt update
Then to install latest kernel from backports:
sudo apt update && sudo apt install linux-image-amd64 -t bullseye-backports
But i have not installed headers for this kernel and it resulted in following issues after reboot.
So to prevent it, i woudl run:
sudo apt install linux-headers-5.15.0-0
or also appending "-t bullseye-backports" ?) number should be the same as the kernel you have installed using previous commands.

The ZFS modules are not loaded.
Try running '/sbin/modprobe zfs' as root to load them.

$ sudo /sbin/modprobe zfs
modprobe: FATAL: Module zfs not found in directory /lib/modules/5.15.0-0.bpo.2-amd64

$ sudo apt search zfs|grep installed
libuutil3linux/bullseye-backports,now 2.1.2-1~bpo11+1 amd64 [installed,automatic]
libzfs4linux/bullseye-backports,now 2.1.2-1~bpo11+1 amd64 [installed,automatic]
libzpool5linux/bullseye-backports,now 2.1.2-1~bpo11+1 amd64 [installed,automatic]
parted/stable,now 3.4-1 amd64 [installed,automatic]
zfs-dkms/bullseye-backports,now 2.1.2-1~bpo11+1 all [installed,automatic]
zfs-zed/bullseye-backports,now 2.1.2-1~bpo11+1 amd64 [installed,automatic]
zfsutils-linux/bullseye-backports,now 2.1.2-1~bpo11+1 amd64 [installed]

$ sudo apt install linux-headers-$(uname -r)
The following NEW packages will be installed:
linux-headers-5.15.0-0.bpo.2-amd64 linux-headers-5.15.0-0.bpo.2-common linux-kbuild-5.15
So this seems to be solved for me (have to install image and adequate headers), yet feedback is welcome.