Thanks for this. I've been keeping an eye out for home firewall hardware that won't break the bank, spike my power bill, and hopefully still keep up with most of my theoretically-1-Gbps home connection.
https://teklager.se/en/knowledge-base/apu2-1-gigabit-through...
For me, I've discovered the excellent Supermicro X10SLM+-F motherboard. I've bought them off eBay for as little as $145 with 32 gigs of ECC RAM and a 4-core Xeon E3-1220v3 included. Every one I've grabbed runs flawlessly. That board uses around 25w at idle with the BMC running, and can host more than just a pfSense VM. You still have to supply a case and a high quality PSU (don't skimp here!), but those don't have to break the bank.
(If you want to run your router in a VM and pass the LAN controllers through to it, I can recommend the X10SLM+-LN4F, which adds two more gigabit ports. Pricing should be similar.)
If I had to do this on a tighter budget, I have tried OpenWRT on an Rpi4 and it was definitely workable. Didn't have a few features I was looking for, and I was already running a Supermicro anyway for other workloads, so I went back to using a pfSense VM, but YMMV.
Also interesting are the NanoPi R2S and R4S at https://www.friendlyarm.com
Especially those by PCEngines are designed for that job; I've used their Wrap boards in the past as firewalls with PfSense and they were rock solid.
No affiliation with any of them, just a satisfied customer.
Big fan.