I've only used Proxy resources to proxy NICs.
You'd normally use a Proxy resource to replace multiple copies of the same resource.
I'm not entirely sure of the nature of NFS, but do you have exactly the same resource (with the same attribute values) in multiple service groups?
If so, then maybe Proxy is for you. If not (for example if each NFS resource is for a different NFS export), then I wouldn't see the point.
As Gene says, if the Proxy is what you want, then add a new service group with the NFS resource in it, and replace your NFS resources in your existing service groups with Proxy resources pointing to the new service group resources.
If you were doing this with NICs you'd need to add a Phantom resource to the new SG, as NICs are persistent resources, but for NFS you don't need Phantom.