It took me a while to find this through various forums, so I’ll document it here to make it easier to find.
Add this line to your containers config file (e.g. /etc/pve/lxc/100.conf):
lxc.mount.entry: /dev/net dev/net none bind,create=dir
Then connect to the vpn using openvpn directions (e.g. openvpn yourvpn.conf)