Firewall Config on a transparent Bridge - Questions on FW rules / OVPN IP

[woyy yys]

Previously, with PFSense, when I made a filtering bridge, all of my rules for what could or couldn't come in from the WAN side were on the WAN device, and rules for what could go out from the network were on the LAN device.  I'm rethinking my ways.

Would it work/be better to place all rules on the filtered bridge interface in Opnsense alone, using the "source" and "destination" options instead, while leaving both members of the bridge unconfigured?  I have a feeling that my PFSense config wasn't optimal, though the docs on using a filtered bridge weren't very helpful from the PFsense side.

Also, unrelated - When setting up an OpenVPN server, my bridge interface has an IP.  However, when in VPN:OpenVPN:Servers, whenever I select my bridged network as the interface, I get an error that says "An IPV4 protocol was selected, but the selected interface has no IPV4 address, when my bridged network interface is the ONLY interface that I've assigned an IP address to.  Does anyone have any thoughts on this as well?

I'm running a transparent bridge due to having a bunch of public IPs that I'd prefer not to 1:1 NAT with.

Any help/thoughts would be appreciated. 
Betflik