So I made a ton of progress today...
I tested with a 2 port I350 network adapter, so it was just LAN and WAN. I setup my config to passthrough the entire card. I then created the OPNsense VM and added the network card as one PCI device. I then rebooted and watched as my VM booted and let me configure the networking. It was right after that the VM/PVE server would hang, but not this time. It fully configured! I was surprised!
I have attached my config changes, for those who might be having issues. Since I am using ZFS my boot manager is SystemD, but Grub should be able to handle the config. I am going back to my 4 port I350 card and going to get the PVE fully built. This is freaking cool, now that I have a config that works. If I get this going on the 4 port card I am going to take the final step and try out....wait for it...SR-IOV. My I350 card fully supports SR-IOV and if I can get that going then I have the best of all worlds.
Stay tuned...
PS - If anyone uses the attached files please remember that ethernet and vfio files need to have.conf at the end. The cmdline and modules files do not have a suffix. Any questions please PM me directly. Just remember my use case is a Lenovo M720q Tiny with an Intel I350 4 port network card.