Complete Guide: Step 4 - Install qemu guest agent
Follow this guide to install qemu guest agent for your TrueNAS VM. This is good to have as running the guest agent exposes certain functionalities to the Proxmox hypervisor.
If interested you can build the agent yourself here.Here is a list of all the features in the FreeBSD port. Unfortunately snapshot backups may be a problem as the FreeBSD port do not do suspend and fsfreeze functionalities. Do not rely on automated Proxmox backups, do a manual regular backups with the VM powered off once in a while just in case.
You will be doing the same with a regular TrueNAS machine anyway so this is no different. In fact backing up the entire OS is now easier in Proxmox, and is one of the reasons why I decided to use Proxmox hypervisor on top of TrueNAS core.
You can read more about qemu guest agent here.