Dedicated appliances are the way to go for the most important parts of your setup. I've always had my router as an appliance because I don't like the idea of my network failing due to something going wrong with the server that runs a bunch of other things that are less important. I also have Home Assistant running on a dedicated machine because that's also important.

Btw you do also need to be careful with opnsense. I was years behind on updates for mine because every time I updated I assumed that it would bring me up to date with the latest version. But opnsense has to install the upgrades in order. After you reboot you need to check again for updates and repeat until there's no more to install.