Negatif.
Going 'back' to M0n0wall 1.21 (new release) enables this option (with some config.xml pathing).
But, anyway, in this case the ADSL device isn't a router, just a PPPOE bridge between phoneline and WAN network card, so I gave up the 'want to have' idear of having telnet/web access to this device. There isn't mutch to administer anyway.
I have a final choice of putting this modem in Router mode (my ISP doesn't bother) and give pfSense a static/fixed 'internal' IP on his WAN interface (or even use client DHCP for that mather) - this will mean that all firewall rules concerning WAN & outside NAT have to be duplicated in the modem/router - this means access is possible, and very very needed.
To make things short : don't need a gun if there are no rabbits to kill anyway :D