About ten years back there was a range of products all called Yoggie. Some of them were bigger, some of them looked like bulky USB sticks (i.e. too wide to fit other USB plugs next to them), called Yoggie Pico.
On them was - as far as I know - a XScale-based Linux system which was running netfilter (or perhaps its predecessor, I don't remember). It used a method similar to PoisonTap to pose as USB-Ethernet device to the host system and (ab)use the fact that DHCP was enabled to push default routes to itself and thereby being a firewall on a system logically separate from the host.
Is anyone aware of a USB device - preferably even tinier than the original Yoggies - that could perform a similar task at contemporary higher throughput rates (both USB and Ethernet)? Price should preferably be below 200 USD.