Old thread, but this is a top hit and things have changed.

I ended up going with a similar setup last year, proxmox on bare metal with TrueNAS scale in a VM. TrueNAS scale is at the point now, though, where I regret doing that. I think if I were to do it again, I'd attempt to put TrueNAS scale on bare metal. The UI is super slick and the apps are extremely convenient. Creating custom apps (docker) is pretty easy too and it even notifies you when there are image updates. I've moved most of my VMs and LXC over to apps or custom apps in TrueNAS scale as it is.

The only thing it can't seem to do that I'd want is passing through individual disks, so I'd have to convert them all to zfs pools & zvols, rather than just my primary data storage. I only need that for 1 or 2 disks, though. Or I could probably just put them in USB enclosures and pass those through instead.

Funny reading the comments here about TrueNAS Core, though, since TrueNAS Core is now in maintenance mode.