Good point. Some time ago, I eagerly waited for OpnSense or PfSense ports for ARM, and especially for Raspberry PIs.

Those are very good candidates for firewall OS distributions. However, after a couple minutes of googling it looks like RPi is still unsupported.

Having said that, OpenWrt is also capable to serve you as a firewall. It has full linux kernel, which has firewall capabilities. It can be configured via webinterface. So far it served well for my needs.