Can OPNsense allow only a portion of its traffic to go through an external proxy

[cicirrr]

I wanted to try sending just a small part of my traffic through an external proxy (I tested one service like ProxyShare,naproxy,proxylite), mainly for some simple routing tests.
Right now I'm using basic policy routing, but I'm not sure if that's the correct or safest way to do it.
For anyone with more experience:
Is there a recommended method for this?
Should I separate it by device or VLAN?
Anything important a beginner should watch out for?