Found the answer. The issue is with the driver supplied by HP. Instead I downloaded the driver from Broadccom's website (version 15.6.3)
Once the driver is installed I modified /kernel/drv/bge.conf to say default_mtu = 9000;
Now, all NICs are set an mtu value of 9000. I can then say ifconfig bge0 mtu 1500 on NICs that don't need jumbo frames.