Just dropping back in to say so far this has been working as expected for me, Geo-Filter seems to be working great so for anyone thinking of doing this it seems to work no problem. Minor annoyance with setting the DNS servers on devices manually but since it's mainly for my PC this isn't a big deal, would be great if this was improved in the future though!
Also been playing around a bit with the new features in the early access firmware which seem great, looking forward to future updates.