Just to be clear, what I had proposed in this thread is not supported by Check Point as @Wolfgang had posted above. I think we all agree it will work, but if you have issues, TAC may not support you.
With that said, as long as you have the native VLAN ID you require configured on the trunk port you would set an IP for VLAN 1 on the physical NIC. Below is an example.
Gateway Physical Interface = eth1-01
VLAN 1 = 10.0.1.0/24
VLAN 2 = 10.0.2.0/24
VLAN 3 = 10.0.3.0/24
set interface eth1-01 state on
add interface eth1-01 vlan 2
add interface eth1-01 vlan 3
set interface eth1-01 ipv4-address 10.0.1.1 mask-length 24
set interface eth1-01.2 ipv4-address 10.0.2.1 mask-length 24
set interface eth1-01.3 ipv4-address 10.0.3.1 mask-length 24
The line highlighted in RED is what is not supported when you are using a trunk on eth1-01.
Hope this helps/explains.