Especially if you want to integrate other smart home systems in the future, or just to experiment a little bit more, I recommend to run pfsense/opnsense/etc as VM, as others already pointed out. I use pfsense on a proxmox host + other VMs / containers: pihole as DNS based content filter, Unifi controller software, Node-RED, OpenHAB, fhem, tvheadend for SAT-TV recording, DLNA server to watch media on TVs, Samba-Server to have a NAS and much more and all of this on a 15W TDP ITX board (Asrock J4205). Works like a charm and is much more energy efficient than having dozens of small devices.