We’re evaluating some options regarding this. It’s come up in Securing Home Network - Questions - Privacy Guides previously. I’ve also written about it in Investigate router platforms · Issue #1864 · privacyguides/privacyguides.org · GitHub.
Currently I have an OPNSense appliance.
If I’m being honest, I’m not really a fan of this. I think users should not run persistent services, or store private data on a border firewall device.
I have heard of Protectli before, and we could add it to our evaluation listing.