If you can make a separate OPTn local subnet then you can put the NAS in that (and even use the actual subnet that the NAS will finally sit in at the remote end). That way the NAS should first see the route back to your LAN advertised through the tunnel and use that, rather than going locally straight to pfSense on OPTn.
You are going to have to change the NAS IP anyway when you send it, so this way you can change it and test that also.
When finished testing, cleanup your OPTn or you might run into some other confusion when the NAS really does connect from the remote site.
An added question: Does this configuration have any issues?
You are effectively putting the remote NAS as a device on your (logical) private internal network. It is just the same as having it in a different real subnet on an interface on your local pfSense. You can use firewall rules to restrict which local LAN IPs can even reach the remote NAS IP.
Of course, at the remote location the NAS is going to have a local IP there, which it uses to establish the OpenVPN tunnel back to you. I guess you can restrict local access to the FreeNAS box however you like from FreeNAS. But someone is going to have physical hardware/console access at the remote site and so you have all those things that require the remote site also be physically secure.