We are using LXC as OpenVZ instead.
To use a tun/tap device it must be created inside the container on every boot.
Simple add the following code to your /etc/rc.local inside before @exit:
Quote
if ! [ -c /dev/net/tun ]; then
mkdir -p /dev/net
mknod -m 666 /dev/net/tun c 10 200
fi