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Eureka!  I figured it out.

Here's what I did: I created a new Floating rule:

Interface	The one used to make the alias in step 6
Source	The alias in step 6
Destination	wg0 net
Gateway	default
Description	(if you want one)

Then after hitting "Save," I clicked the check mark on the left next to this new rule, and then clicked on the left arrow on the right of the Mullvad floating rule (the one that says "Move selected rules before this rule" when you hover over it).

This rule captures packets running over wg0.  Since packets only ever get handled by one firewall rule [citation needed], the Mullvad Gateway rule gets bypassed.

Hmm, okay, this is interesting.  This time, I encountered the opposite issue.  After setting up a home wireguard system, I successfully got Mullvad working simultaneously with my road warrior setup (wg0).  But devices in the Mullvad alias made in step 6 of this guide become unable to communicate with one another.  This is in spite of the fact that I'm using wg0 as interface for this alias.  So the devices are definitely still part of my home VPN (and a quick look at the WireGuard status page confirms this), but I can't, e.g., SSH into my NAS from my main PC, unless it's over LAN.

I think I understand why this is happening, at least.  I think the floating rule in place directs ALL traffic sourced from my Mullvad alias through the Mullvad gateway, which means that if I ping 10.0.0.3, that ping is first going to bounce over to Mullvad's server, and then from there, bounce to local IP 10.0.0.3 -- which is a nonsense IP at that point, so there's no response.  So now the question is how to exclude wg0 traffic from the Mullvad gateway.  I tried changing the "Destination" on the floating rule to "WAN net" and/or "WAN address", but doing this seems to disable Mullvad connectivity for either case.

Perhaps I had some firewall rules misconfigured then.  I was able to get the Mullvad connection working perfectly when I followed your guide, but only after I disabled everything for my road warrior setup.  I'm going to try again today with a fresh OPNsense build (I opted to do a factory reset after I ended up breaking some things), and I'll try and be a little bit more well-informed about what each step is doing along the way.  The road warrior setup that I did was pretty much identical with the OPNsense documentation; I'm not entirely sure yet if there's anything I'd need to change for it.

Do you know if there's a way to keep this working while simultaneously running a home VPN for my own devices?  I had a road warrior wireguard setup for my devices, but every configuration for Mullvad seems incompatible with it.  I'm not entirely sure why, but I think it's because the outbound NAT rule for the road warrior setup interferes with the outbound NAT rule for the Mullvad setup.  I'm not entirely sure how to work around this though.