IIRC
@joeschmuck does use pfSense in a VM. Perhaps, he can provide some insight...
Nope, not me. My firewall runs on ESXi, not a FreeNAS jail or VM. I have tried that at one point in time but I find it very disruptive tying my internet to my FreeNAS. Example: You are streaming Netflix or your wife is on the computer, then you reboot FreeNAS for one of many reasons or you need to replace a hard drive. Now you have taken down the internet in your home. I do not recommend running a firewall on FreeNAS.
Now if you want to run ESXi and in that you run a VM for FreeNAS and a VM for a Firewall, that is a slightly better setup becasue you can do what you want to the FreeNAS VM without impacting your firewall. I do this and the FreeNAS is actually my backup storage to my main FreeNAS unit. If I take down this machine for maintenance then I plug in a normal router until maintenance is complete thus ensuring my wife doesn't come at me with a butchers knife for killing the internet on her.
So I have tried pfSense but right now I like Sophos as my firewall. Neither one is easy to setup if you really want serious protection and filtering. It takes time and a lot of reading and help if you have never used these products. The good thing is you can set up a good firewall on minimal hardware.