I recommend building your own firewall. There are awesome, FOSS, FreeBSD-based firewall operating systems like pfSense and OPNSense. You can do a whole bunch of cool stuff with them, like block ads, scan incoming traffic for malware, monitor your network, collect data about your connections and visualize them in a nice dashboard and more.
No, I’ve just been trying it out recently. I switched from Tailscale with a self-hosted Headscale server, because I prefer the open-source aspect of NetBird.