Currently, proxies can only choose between the system and the session bus. In order for them to be able to operate on a p2p connection, a factory method analog to Gio::DBus::Proxy::create() needs to be added.
A quick try at it is here:
https://github.com/mardy/gdbus-codegen-glibmm/tree/proxy-on-any-connection
Eventually I will clean it up and propose a MR, if no one else gets there faster.