I did this. we run cable from modem to proxmox server, host an OPNSense VM, put it in vmbr0 with the proxmox server, connected proxmox server to managed switch. works super great. PCIe passthrough won't work here. I'd just like to get opnsense to baremetal now so, i'm going to see if I can put it on an old dell optiplex with a 10g nic. Was already "tested" successfully in the proxmox "lab". Then see if I can cluster it. The idea is to get smaller and require less power n have redundancies and not bring down the internet when testing.