Hey @pllearns! You have two options:
1- Changing the proxyAdmin of the Proxy as you say, which you can do via the zos set-admin command
2- Changing the admin of the ProxyAdmin contract (only in zos v2.2+), which you need to do manually (until we implement https://github.com/zeppelinos/zos/issues/585)
Note that, if you are on zos 2.2, the proxy admin of a proxy is not the sender address, but the ProxyAdmin contract. As such, any transaction to change admin or upgrade needs to go through the ProxyAdmin contract. Can you share what error you’re getting, or why it doesn’t seem to work? Thanks!