PfSense as a remote filtering gateway?

[liver007]

Hello there, My name is Jeen

As a disclaimer first: I have general knowledge about networking but I'm not an expert and I've never used pfSense (yet).

I'd like to control web (both HTTP and HTTPS) traffic for some machines I have but I don't control the on-premise Internet gateway they use. After a bit of search I came up with the following idea:
Force all Internet traffic on the machines of my users through a VPN that connects them to a remote machine I control.
Use pfSense on that remote machine with OpenVPN and Squid/SquidGuard as a transparent web filtering proxy
In case it matters:
I plan on running pfSense in a virtual machine with Proxmox as the hypervisor.
The users should have Windows 10 machines that I control (so I can force the network traffic through the VPN and add the Squide fake CA certificate for the MITM part of HTTPS filtering.
Since I'm not an expert, is my idea feasible at all?  ;D

And as far as I know pfSense usually runs on routers that have several NICs, will it make any difference if my "LAN NIC" is a virtual one?

Thanks you