Add each hardware NIC to its own Linux bridge. Add two VNICs to the opnsense VM. In proxmox gui, assign an address to the LAN Linux bridge for the management interface. That's what I do and I've had no problems for over a year. It works fine with near 1gbps symmetrical connection.
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Add an IP to one of the bridges, Proxmox will then use that bridge with that IP.
Proxmox lets you do that? Don't. Just give the opnsense VM a virtual NIC and do a router-on-a-stick configuration.
You could also just assign one physical port to the opnsense VM and still do a router-on-a-stick.
Although personally, I wouldn't recommend virtualizing your network gateway. If you break Proxmox, you'll also lose Internet access. And if you have to do maintenance on Proxmox, same issue.
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