Create xfs partitions on Hetzner via cloud-init. It keeps root disk available again after rebooting. Simply change your desired sizes and filesystem to use it for your needs.

xfs-on-hetzner.yml

#cloud-config
resize_rootfs: false

disk_setup:
  /dev/sda:
    table_type: 'mbr'
    layout:
      - 25
      - 75
    overwrite: true

fs_setup:
  - label: root_fs
    filesystem: 'ext4'
    device: /dev/sda
    partition: sda1
    overwrite: true
  - label: data_disk
    filesystem: 'xfs'
    device: /dev/sda
    partition: sda2
    overwrite: true

runcmd:
  - [ partx, --update, /dev/sda ]
  - [ mkfs.xfs, /dev/sda2 ]
  - [ partprobe ]
  - parted /dev/sda set 1 boot on p

mounts:
  - ["/dev/sda1", "/"]
  - ["/dev/sda2", "/data_disk"]

hey @ilyangru I finally had time to test it, it does not work for me.
I also had to install parted as it was not present.

#cloud-config
package_update: true
package_upgrade: true
packages:
  - parted
[....]

I believe it has to do with the distro, I am using debian 10.
Are you guys using ubuntu?

My cloud-init-output.log looks like

Warning: The kernel is still using the old partition table.
The new table will be used at the next reboot or after you
run partprobe(8) or kpartx(8)
The operation has completed successfully.
Error: Unable to satisfy all constraints on the partition.
Error accessing specified device /dev/sda2: No such file or directory
Usage: mkfs.xfs
/* blocksize */         [-b size=num]
/* metadata */          [-m crc=0|1,finobt=0|1,uuid=xxx,rmapbt=0|1,reflink=0|1]
/* data subvol */       [-d agcount=n,agsize=n,file,name=xxx,size=num,
                            (sunit=value,swidth=value|su=num,sw=num|noalign),
                            sectsize=num
/* force overwrite */   [-f]
/* inode size */        [-i log=n|perblock=n|size=num,maxpct=n,attr=0|1|2,
                            projid32bit=0|1,sparse=0|1]
/* no discard */        [-K]
/* log subvol */        [-l agnum=n,internal,size=num,logdev=xxx,version=n
                            sunit=value|su=num,sectsize=num,lazy-count=0|1]
/* label */             [-L label (maximum 12 characters)]
/* naming */            [-n size=num,version=2|ci,ftype=0|1]
/* no-op info only */   [-N]
/* prototype file */    [-p fname]
/* quiet */             [-q]
/* realtime subvol */   [-r extsize=num,size=num,rtdev=xxx]
/* sectorsize */        [-s size=num]
/* version */           [-V]
                        devicename
<devicename> is required unless -d name=xxx is given.
<num> is xxx (bytes), xxxs (sectors), xxxb (fs blocks), xxxk (xxx KiB),
      xxxm (xxx MiB), xxxg (xxx GiB), xxxt (xxx TiB) or xxxp (xxx PiB).
<value> is xxx (512 byte blocks).
NOCHANGE: partition 1 is size 39747551. it cannot be grown
resize2fs 1.44.5 (15-Dec-2018)
Filesystem at /dev/sda1 is mounted on /; on-line resizing required
old_desc_blocks = 1, new_desc_blocks = 3
The filesystem on /dev/sda1 is now 4968443 (4k) blocks long.

EDITED
I can confirm it perfectly worked with ubuntu-20.01 , the partition appeared right after the reboot
It did not work on Debian 11.

Does somebody know what makes the difference?

It could be https://bugs.launchpad.net/cloud-init/+bug/1920939

Thanks for the example, I've followed but I can't get it to save mounts in the /etc/fstab. Here is what I've tried.

#cloud-config
package_update: true
package_upgrade: true
packages:
  - parted

resize_rootfs: false

disk_setup:
  /dev/xvdb:
    table_type: 'gpt'
    layout:
      - 10
      - 30
      - 10
    overwrite: true

fs_setup:
  - label: elastic
    filesystem: 'ext4'
    device: '/dev/xvdb'
    partition: 'xvdb1'
    overwrite: true
  - label: elastic_data
    filesystem: 'ext4'
    device: '/dev/xvdb'
    partition: 'xvdb2'
    overwrite: true
  - label: elastic_logs
    filesystem: 'ext4'
    device: '/dev/xvdb'
    partition: 'xvdb3'
    overwrite: true

runcmd:
  - [ partx, --update, /dev/xvdb ]
  - [ mkfs.ext4, /dev/xvdb1 ]
  - [ mkfs.ext4, /dev/xvdb2 ]
  - [ mkfs.ext4, /dev/xvdb3 ]
  - [ partprobe ]
  - mkdir /opt/elastic && mkdir /opt/elastic/data && mkdir /opt/elastic/logs

mounts:
  - [ "/dev/xvdb1", "/opt/elastic" ]
  - [ "/dev/xvdb2", "/opt/elastic/data" ]
  - [ "/dev/xvdb3", "/opt/elastic/logs" ]

there is no /boot ext3 partition in all these suggestions
why?

@ilyangru you are the king, if they made a statue, they would run out of concrete for your balls

The @ilyangru example very nearly worked for me as is with an Ubuntu 20.04 box, I just had to quote the "1" in the 5th runcmd. It took me longer than I'd like to figure out so hopefully that'll help someone else.

#cloud-config
# Ubuntu 18.04+
resize_rootfs: false
write_files:
  - content: |
    # Any text
    path: /etc/growroot-disabled

runcmd:
  - [ sgdisk, -e, /dev/sda ]
  - [ partprobe ]
  - [ parted, -s, /dev/sda, mkpart, primary, xfs, "25%", "100%" ]
  - [ mkfs.xfs, /dev/sda2 ]
  - [ growpart, /dev/sda, "1" ] 
  - [ resize2fs, /dev/sda1 ]

mounts:
 - [ /dev/sda2, /var/lib/mongodb ]

Thank you folks, the very last cloud-config worked for me too. I didn't need to mount or format new partitions, but I needed two of them, so I used this line for parted:

  - [ parted, -a, opt, -s, /dev/sda, mkpart, primary, "15%", "60%", mkpart, primary, "60%", "100%"]