@gertjan Yes, I have not mentioned virtualization but that is the idea, VirtualBox runs ok with pfSense, just beware and use the NICs as Bridged and ensure they are not putting any traffic in the Host (no IP, etc)
You can VBox as a service (with Linux) or AlwaysUp in Windows with a watchdog can keep the VM running if it crashes, there are many options. Immutable/Non-Persistent disks helps too.