Not quite. 

There are many diocesan priests (like Finn who is now a bishop) who receive spiritual direction and other means of formation from Opus Dei, and who offer to help as priests in various activities of Opus Dei (hear confessions at a retreat, serve as a chaplain at a summer day camp, teach a catechism class, etc. generally during their "vacation time" from their ordinary work as a diocesan priest).  They must first seek and acquire their bishop's approval.

These priests are not members of Opus Dei. 

Opus Dei priests were first numerary members of Opus Dei and then were called to the priesthood.  And went through additional formation under the care of the Prelate of Opus Dei to become Priests of Opus Dei. 

Opus Dei priests answer to the prelate of Opus Dei.  

This is not Finn, or other diocesan priests who have asked for an association with the Priestly Society of the Holy Cross.