I've had great success with an old Dell Optiplex computer running xcp-ng with PCI passthrough of the NIC to pfSense. I was considering a protectli box, but for $300 on ebay + an old NIC I had laying around I got something much more powerful (Intel I5-8600 w/ 16GB of RAM) than even the most expensive protectli offering, which was ~$1500 last time I priced it out. I calculated out the power draw and the Optiplex ends up with only a cost of about an extra $1.10 on my power bill per month at high usage, which was the deciding factor.
As a bonus I have xcp-ng spin up a ubuntu server with Portainer running things like pihole / unifi controller / plex / a terraria server. I also decided to randomly throw in a cheap nvidia GPU for some extra oomph. Highly recommend it for tinkerers, and the only reason I would spend more for the protectli is if the fan noise of a mini PC might be a nuisance.