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Advances in experimental techniques have opened new routes for harnessing non-equilibrium dynamics in mesoscopic quantum systems. In this context, we study the impact of on-site interactions on the transport properties of a continuous quantum thermal machine composed of two coupled oscillators connected to two thermal reservoirs. In the weak system-reservoir coupling regime, where a long-standing debate concerns which reduced description should be preferred, we first show that the Redfield master equation (RME) provides an accurate and unifying framework that interpolates between two well-known limits: the \textit{local} and \textit{global} master equations. By relying on the Hierarchy of Pure States (HOPS), a numerically exact stochastic method, we then explore the full parameter space and show that interactions can be leveraged to tune the efficiency of the thermal machine at high temperatures (while leaving it essentially unchanged at low temperatures), induce non-reciprocal transport under asymmetric reservoir couplings, and generate steady-state entanglement within the junction. We derive expressions for system-bath correlators, such as heat and particle currents, consistently across different frameworks. Our work features on-site interactions to enhance the versatility of quantum thermodynamic junctions and clarifies the role of non-Markovianity and non-linearities in quantum transport.