Well, here is the CPU load:

And there is no increase on delay's or jitter compared to what i'm already facing on the WAN itself.
It keep's 6000+ hosts with possible harmful intend away from the ports I need/want open to the world. Actually, the router -while still being bored- offloads the services behind it. I really can't see a reason not to keep doing it. But, sure, it's a personal choice.