Openwrt as a DMZ host

I have a TP Link archer D9. It's been a big improvement in stability and speed on my previous adsorb modem, but unfortunately I read it can not run openwrt which did run on my previous TP link wrd4300 bridged to a adsl modem.

The D9 has the standard consumer router type functionality and the ability to modify iptables but not save changes between reboots. I.e. It's good but not great.

I was considering nominating my existing openwrt router as the DMZ host, and then configuring that device as if it were my internet gateway. I understand this means all tragic is then forwarded from the D9 to the wrd4300.

Any there any reason this would not be a good approach? It does introduce unfiltered traffic onto my home network.