Started off by

  1. Enabling unattended updates
  2. Enable only ssh login with key
  3. Create user with sudo privileges
  4. Disable root login
  5. Enable ufw with necessary ports
  6. Disable ping
  7. Change ssh default port 21 to something else.

Got the ideas from networkchuck

Did this on the proxmox host as well as all VMs.

Any suggestions?