Drop all packets not addressed to proxy with external Wi-Fi router

Hello.
I have recently updated from core 143 to core 155 and I have decided to enable the firewall option “drop all packets not addressed to proxy”. But as I have learned previously the Wi-Fi setup that I use (a external router with DHCP disabled connected to blue0 ethernet adapter) doesn’t work with that option enabled. So I’ve solved the problem by manually configuring the proxy in my Wi-Fi devices to use the non transparent proxy port and host.domain of my ipfire
Therefore I was wondering if this is a secure way to connect my devices to the Wi-Fi?
Also is there a more secure way to connect my devices while still dropping all packets not addressed to the proxy?

Thanks