I used to do it that way. However, when I did a restore to my opnsense server it could not reach the internet to update or install the adguard package because

I used to do it that way. However, when I did a restore to my opnsense server it could not reach the internet to update or install the adguard package because the dns wouldn't resolve!. I had to do the extra steps to move the dns externally, update/install adguard and then reimport the backup settings (or change the dns to adguard again). I settled on virtualising Opnsense and Adguard separately on a proxmox instance.