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.