No, the only thing I made sure to do was set the power options in OS X first so it would never go into sleep. This writes them to PRAM so your firewall won't go into hibernation with a different OS.
I then just used the OPNsense CD I made and installed it by booting from the CD. When it was done it booted fine.
I then just used the OPNsense CD I made and installed it by booting from the CD. When it was done it booted fine.