Excellent question, and good that you're asking.

Just about everything is virtualised on Proxmox, but that's only something I started doing this year. Before that, just about everything was running in Docker containers on Raspberry Pis. But, the security remained the same - just the back-end services changed. That said, only a handful my services are available via the internet. For everything else, I use the permanently on Wireguard VPN connection from my phone, to access private services (including Pi-hole DNS resolution and SearxNG) when not at home.

Nginx Proxy Manager

To start with, everything (even internal-only services) is hosted behind a reverse proxy server - Nginx Proxy Manager (NPM). NPM ensures the all communications to my services is over SSL, using a free, automatically renewable SSL certificate with Lets Encrypt. Crucially, I have NPM configured to steer all traffic for any publicly available services through an authentication service called Authelia (next section).

NPM also means I have name portability for my services. For instance, I used to use Whoogle for my private search engine, but recently changed over to SearxNG. As all my browsers reached the search engine using the host search.mydomain.tld, I didn't have to reconfigure all of them. I simply changed where NPM steered the traffic.

Authelia

Authelia has its own username/password database, or it can be configured to use an LDAP server. Authelia is one of a few single sign-on (SSO) services out there. Many others use one called Authentik. Either way, you need an SSO.

Crucially, SSO provides two factor authentication (2FA). 2FA is where a service will ask you for an additional something, after username and password, to prove who you are. This is often a timed one-time password (TOTP) - frequently a 6 digit time-limited password generated by an app on your phone. In my case, Authelia is configured to use Duo Mobile, which does a push notification to my phone, but also has the option of using a TOTP from the Duo Mobile app if push fails.

Network Segmentation

I don't really use a DMZ as such any more. With the advent of better, virtualised firewalls (see below), I don't really need to. Instead, all my Proxmox guests use a dedicated VLAN, making it very easy to identify and treat their traffic on my firewall. I have six VLANs setup:

1. Myself/my wife
2. Our kids
3. Physical infrastructure (switches, Proxmox server, storage devices, etc)
4. Proxmox guests
5. Guest users
6. IoT (usually untrusted IoT - Roomba vaccuums, etc)

These mean I can setup some good, broad firewall rules for each segment of my network to catch all traffic, then focus on specifics higher up the firewall rule-chain. Which leads me to...

Firewall

As always, how you firewall your traffic is key to success. I've virtualised my firewalling/routing on Proxmox, with an OPNsense VM. My Proxmox server has two physical network interfaces, with one of them being plugged in directly to my fibre internet, and presented only to the OPNsense VM. Unless someone figures out how to break out of virtual jail on that link, their only way in is via OPNsense.

Given the network segmentation above, the rest is just about how you craft your firewall rules. Generally speaking, firewalls use "first match" for evaluating firewall rules, meaning the first rule it hits that matches the traffic it's evaluating is the rule it applies to that traffic.

For example, I block all IoT from internet access as my last rule for the IoT segment. I then add a few rules up top that allow traffic out for the IoT devices that can't/don't operate without internet - Roomba vacuums, for example.

Being specific about the known use cases on your network is difficult at first - it's surprising how much "just works" without you specifically knowing about it. I spent a fair bit of time using the live logging feature on my firewall, analysing blocked traffic, to determine what else I needed to open to make sure things were working as expected.

As painful as it can be to do this, it's critical to being able to sleep at night, knowing you've only created the tiniest pinholes required. That's what firewall rules are - pinholes in an otherwise impenetrable brick wall protecting your network. But also a requirement for certain things to operate properly. The cool thing is, firewall rules are directional (eg. something coming in to the network, or something leaving the network), so these pinholes aren't a two-way street, if you don't need them to be.

Additional thoughts

Ultimately, what helped a lot was mapping this out on paper first. Nothing beats having a plan to refer back to, when you're in the middle of building/changing a bunch of network stuff. It centres your thoughts and reminds you of the prize, when all you want to do is unpick it all and go back to that shitty wireless internet router your ISP gave you.

Not sure about your circumstances, but I did a lot of my work in stages, often late at night, when the kids were in bed. Trying doing open heart surgery on your internet access with teenagers in the house!