I just upgraded a few of my Proxmox Guests from Wheezy to Jessie. It went fairly smooth, but I still had to spend some time troubleshooting.
A few of my old configuration files did not play well with the update and I spend a lot more time on Upgrading OpenVZ machines than I should have due to a stupid mistake.
I wrote a little blog post that covers the upgrade step by step and also documents all software configuration issues that I encountered so far. I also added a little guide to replace systemd with sysvinit in OpenVZ containers.
If you are preparing to upgrade your machines have a look at my post: