I have yet to install Pi-hole on Proxmox from scratch… I converted the existing Unraid VM to Proxmox. The below steps outline that process and I hope to update this page with instructions for a fresh install. If not, do it on Unraid and then follow the below :D. If you are attempting to install a fresh copy, use the below Proxmox Settings and then upload the iso and go from there… should be straight forward.
qm importdisk 101 vdisk1.raw local-lvm --format raw