I understand, that is a reality with NAS hardware sometimes being short of resources for something like a Plex server.
I run my Roon Server in a VM limited to 2 cores and 2GB RAM. I use Vagrant [link] as the VM manager and Virtualbox as the VM platform. There are instructions over [here] for the docker version of the Roon server.
I would assume your NUC will be okay with running a Roon core and a Plex server at the same time but likely you won’t be able to do much more than that, for reliability reasons. Two VMs should work fine, I assume if you chose 2 containers would be okay as well.
Seems also like the ROCK on proxmox was done [here].
The thing about the partitions and the disks you ask should be managed directly by proxmox (having enough space in virtual disks for roon and for Plex) so I wouldn’t do sub-partitioning of the NUC drives.