First thing you need to know is the mac address that is connected to the correct interface, you can find that by entering in expert mode (lets say you are working on VS5:
From the last find the correct interface that belongs to the IP from the same network/subnet you want to add the proxy arp for.
Now go back to clish and enter the following commands:
set virtual-system 5
add arp proxy ipv4-address 10.10.10.20 macaddress 00:xx:xx:xx:xx:xx real-ipv4-address 10.10.10.1
Where 10.10.10.20 is the NAT IP you added and 10.10.10.1 is the IP on the interface. Once added push policy, but before you do, do not forget to check that the global NAT properties, 'merge manual proxy ARP configuration' is ticked.
Now check to see if it all works properly with:
fw ctl arp