Look into beelink mini s12 pro for example. Currently 199 eur on Amazon. Just install Linux on it and Bob’s your uncle. It’s x86 so no weird arm issues. Full support of the hw in mainline kernel.
Intel, 500 GB SSD , 16 GB ram, GPU acceleration, WiFi 6, Bluetooth, 1 Gbps link. You can add another SSD drive. Raspberry is clearly an underdog here.
I have Dynalink DL-WRX36, running openwrt since day 0. Iirc it was 60 euro year ago. Everything works, wireguard too. No complaints. I believe there is openwrt stable build for it already, though I an still running snapshot as I am too lazy to update.