I've done something similar with all my IoT devices. But I've gone a bit further: All of them are in a VLAN having any outgoing traffic to any other network (WAN, LAN, etc.) rejected by default. Only my defined list of rules are allowed.
I've even redirected all DNS queries to pfSense (NAT TCP/UDP port 53 to 127.0.0.1), so they can't even use any freely chosen DNS server like Google Public DNS. All DNS traffic is sent to pfSense so I can log DNS queries and find out which hosts they are trying to reach (and maybe open them in the firewall if required).
In my case I'm using Ubiquiti UniFi Access Points which allow to create multiple WiFi networks with different VLANs, so even wireless devices can be restricted to a specific VLAN. 8) I'm not sure whether that is going to work with DD WRT.