I don't miss anything, what I was thinking about doing (but probably won't now) was this...
Look at Untangle (
www.untangle.com)... it's like an open source network gateway appliance (UTM) that runs on Debian Lenny. They have a baremetal installer like Proxmox does (also works in VMware) but also a repository and install script to install it on an existing Debian Lenny (like a debian lenny openvz template). But they use custom kernel patches to make a lot of their magic work.
So I was thinking about patching the proxmox kernel with their patches (which are designed for 2.6.26) and then maybe these patches would trickle down into the openvz template that is running untangle for it to access.
A crazy idea? Yes probably most definitely it is.
In the end I'll most likely put Untangle in a KVM machine instead.
I'm just going to have to accept that OpenVZ templates can not boot ISO images (no virtual BIOS)... and if whatever you want to run in them require custom kernels then look to KVM.
However I am haunted by stories that people are running asterisk in openvz containers which is dead easy... only that they are also using the digium PCI ISDN cards that do require certain kernel patches to use them I believe.
So I'm not sure what to think, only that using KVM will be a damn sight easier - if only slightly less in performance.
However check out Untangle, it does look bloody good... maybe someone will know better than me how easy it would be to get it running in an openvz container.