Honestly, OPNSense has some fairly decent reporting that can take you a fair ways. https://docs.opnsense.org/manual/reporting_traffic.html
Watching the traffic in those tools can highlight a lot of concerns. Is outbound wide open from all networks?
In general, I wouldn’t recommend doing auth at the network layer. You could do radius, AD, or something similar if that’s a concern. You could use Tailscale and create a mesh overlay - I’d do that before VPN. Going down this road can, of course, cause a lot of challenges with phones and other iot devices. I tend to keep the iot vlan barebones for that reason.

I might get in trouble for saying this on this channel ;) - BUT - If memory serves, Proxmox has native support for backing up to an AWS S3 bucket. I think I paid something like $3/month for it when it was setup - very minimal. While not really “self hosting”, I would argue backups are the one thing you should actually do offsite, ideally with some resiliency.