Hello,
I filled the bug report http://bugzilla.openvz.org/show_bug.cgi?id=642 about the problem with tun device. It is really necessary to implement the migration of tun device! 
As concerns moving 500Mb RAM... Do you really have so thick VE? 
Well, ususally the dump file is not so large. You can check it by performing:
vzctl chkpnt VEID --dumpfile <file>
ls -lh <file>
Usually the most time-consuming part of migrating is syncing of private area. You can compress this data by adding "-z" option to rsync in vzmigrate script, as we already discussed...
Summary: Do you really think that the dump file is so big? (500+ Mb)
HTH,
Vasily