The Dell T5810 uses a Xeon 1600 v3/v4 CPU, i.e. Ivy Bridge or Haswell, neither of which are natively supported in Monterey. So I would not recommend this system.
The Lenovo Thinkserver P500 also uses an Ivy Bridge Xeon CPU. So this is not a good system for Monterey either.
The HP Z240 can be configured with a Xeon E3-1200 v5 CPU. This is a from the Skylake family of CPU's which is supported in Monterey. This would be the best of the three systems you have listed.
Getting a system like this working with macOS is a project. I have a HP ML10 Gen9 server (Skylake Xeon) running macOS Catalina. It was not my first Hack and if I hadn't the years of experience I have when trying to hack this Server I would probably have given up.