Where should I `dd` mfsBSD to get it to boot correctly?

I'm trying to install freeBSD onto a VPS (OVH provider).

So far, the third method from this response has come the closest to getting me where I want to go. I think OVH has a problem with nested virtualization, because the methods where I boot the installer from QEMU in rescue mode just haven't worked.

The command:

| dd of=/dev/sda

Actually completes successfully. When I reboot I even get to see the boot menu! But then, regardless of whether I boot in multiuser or single user mode I eventually get a message that says Panic: Going nowhere without my init!, followed by a vigorous round of reboots.

And now I'm at a total loss. I assume that init et. al. would be in the image already, so I assume that I must have sent dd to the wrong of=.

Here's the output of lsblk from the rescue mode of my VPS:

NAME MAJ:MIN RM SIZE RO TYPE MOUNTPOINT
sda 8:0 0 2.5G 0 disk
└─sda1 8:1 0 2.5G 0 part /
sdb 8:16 0 20G 0 disk
├─sdb1 8:17 0 19.9G 0 part /mnt/sdb1
├─sdb14 8:30 0 4M 0 part
└─sdb15 8:31 0 106M 0 part /mnt/sdb15
Should I be writing the image somewhere other than /dev/sda?

Update: I wasn't having any luck getting mfsBSD to boot, and so I went back to trying nested virtualization. I'm now able to get the KVM started on my VPS, and I've successfully run bsdinstall. However, when I reboot out of rescue mode, I get a grub error. Still not running FreeBSD yet.

Further Update: My VPS is now running FreeBSD quite merrily thanks to a tip from @ClausAndersen. Here's how I did it:

Reboot in rescue mode from OVH's management panel. Once logged in (via SSH or KVM, either works), perform the following sequence of commands

Unmount your original filesystem with umount /dev/sdb*. Note that the rescue system is mounted from /dev/sda. Don't touch /dev/sda.
Destroy your original filesystem and the partition it lives on with fdisk. fdisk -u /dev/sdb followed by a series of d until the partition table is empty, then w.
Install (or confirm that your rescue image has) the package xz-utils. Since my VPS started out life as an Ubuntu server, for me this meant apt-get install xz-utils.
Get a copy of a raw virtual image from FreeBSD.org, decompress it, and write it to /dev/sdb. From the command line in your rescue system, you would type wget https://download.freebsd.org/ftp/snapshots/VM-IMAGES/12.1-STABLE/amd64/Latest/FreeBSD-12.1-STABLE-amd64.raw.xz/switches | xz -dc | dd of=/dev/sdb bs=1M
Then reboot and login via KVM in the OVH control panel to configure your FreeBSD server.