Running a VM on a NAS takes a lot of resources so you would need to choose one with good processor and RAM. An alternative ( if you want to run a virtualized Linux app ) is docker. both Qnap and Synology have Docker support which takes very little system resources .
The baseline functionality of network-attached storage devices has broadened to support virtualization. High-end NAS products might also support data deduplication, flash storage, multiprotocol access and data replication.