I used to use Plex running in an LXC in Proxmox but when I switched to Jellyfin I did it through docker and I haven’t looked back. The setup was easier, maintenance is easier (updates can be scripted to be automatic really easily) and it works in a reliable predictable way like the rest of my docker containers.

I just have a VM in Proxmox that has docker installed and that contains all of my containers.