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Use my iMac as a firewall for my Windows computer

I have a 2011 iMac High Sierra, which I use for browsing and streaming, besides my Windows computer.

Since I don’t have a 5ghz WiFi adapter on my PC, I share the iMac internet connection with my PC.

I already tried to share my iKev2 VPN connection from iMac to Windows, but unfortunately, there is no way to share ikev2 VPN connections with other devices.

Now I want to know if there is a way to set up a firewall in the iMac, to analyze Windows internet usage, and mainly, block a few hosts, for my PC to don’t connect.

I already have a GlassWire subscription on Windows, but I want something out of the computer to block and analyze every traffic from my PC. Is it possible?

I’ve heard about setting a PiHole with a RaspberryPI to create a local DNS and block hosts this way, but unfortunately, I don’t have a RaspBerryPI. Also, the PC is connected via cable directly to the iMac.