Apparently this is how to use Zstd with tar if anyone else was wondering: tar -I zstd -xvf archive.tar.zst https://stackoverflow.com/questions/45355277/how-can-i-decom... Hopefully there's another option added to tar that simplifies this if this compression becomes mainstream.
tar -axf archive.tar.whatever
and it should work for gz, bz2, Z, zstd, and probably more. (verified works for zstd on gnu tar 1.32)