pfSense » pfSense Docs

- "Apply Configuration" after adding vmbr1 and vmbr2. You mention a reboot might be necessary, but in my experience, "Apply Configuration" appeared to do the trick.

The docs say that's conditional based on whether or not the interfaces are active, if you didn't need to reboot, they were probably already active, so it wasn't necessary in your environment. We can't remove that conditional statement unless it can be proven unnecessary for every case, which is unlikely to be true yet.

- ZFS or UFS? From what I've read, it seems that it isn't a good idea to virtualize ZFS, so I went with UFS even though the default is ZFS.

If you're talking about massive amounts of storage for a file server, perhaps, but it's mostly about performance and memory consumption. For a firewall appliance role there are still more advantages to having ZFS and the drawbacks are minor as the storage usage is quite low and the disk I/O is also minimal.

- UEFI or BIOS? Through trial and error, I changed to BIOS.

Either one can work but the default in Proxmox is BIOS and the docs only mention deviations from the default so no need to mention this yet (unless Proxmox changes their default)