As long as your router of choice has the openvpn 2.4 client and the ability to configure NAT on any network interface, it should be possible to get it working with Sonic's server. (Older openvpn versions don't support the minimum TLS requirement that Sonic recently imposed, though.)
I would expect pfSense, OpenWRT, VyOS, and most other decent routers to be capable, but since I don't use any of them in the way you're describing, I can't tell you how to go about it. It's pretty likely that the same is true for everyone else who happens to be reading this forum. Again, I think you'll have better luck finding someone to guide you through the setup if you ask on a router-specific forum.