One of the GL.iNet travel routers [1] would probably work for you. They run OpenWRT (or a thin veneer around it), so you can SSH in and install packages and whatnot. They explicitly advertise Wireguard-based VPN support.
I don't have one of their travel routers, but I have a Flint 2.
I don't have one of their travel routers, but I have a Flint 2.
[1] https://store.gl-inet.com/collections/travel-ac-router