Let me start with differences between formats. Thanks to @sysadmin1138 for great explanation.

PEM - Governed by RFCs, its used preferentially by open-source software. It can have a variety of extensions (.pem, .key, .cer, .cert, more)

DER - The parent format of PEM. It's useful to think of it as a binary version of the base64-encoded PEM file. Not routinely used very much outside of Windows.

.pkcs12 .pfx .p12 - Originally defined by RSA in the Public-Key Cryptography Standards (abbreviated PKCS), the "12" variant was originally enhanced by Microsoft, and later submitted as RFC 7292. This is a passworded container format that contains both public and private certificate pairs. Unlike .pem files, this container is fully encrypted.

The main info about .p12 - it is fully encrypted and passworded container.

Take a quick look into traefik certificate.go

Package tls use only crypto/tls and crypto/x509.

package tls

import (
    "crypto/tls"
    "crypto/x509"
    ...    
)

Look at crypto/x509: reading certificates from PKCS12 files github issue: There was a try to add PKCS12 cert support into crypto/x509 but in the end it was not implemented.

As it was mentioned in comments, right way is to convert .p12.

Here is example hot to achieve it (thank to @mulaz):

openssl pkcs12 -in filename.pfx -nocerts -out filename.key

openssl pkcs12 -in filename.pfx -clcerts -nokeys -out filename.crt 

And a source of the same: Tips : Using openssl to extract private key ( .pem file) from .pfx (Personal Information Exchange)

Hope it helps!