Workaround until this gets implemented:
Orion creates the proxy apps here:
~/Applications/Orion/Orion Profiles/
For each profile there is a folder with a UUID, and inside there is the proxy .app. In Velja, when setting up the rules, open the "Open In" dropdown and select "Other". Browse to the proper proxy .app and select it.
I have not used Choosy but I have also used Finicky in the past and I believe this can be achieved in a similar way with Finicky as well.