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Sophos XG on Prem to OpenSSL (PFSense) on Azure?

I did a test run following the KB article to setup an IKEv2 tunnel to an Azure VPN to an on prem XG firewall. It worked great but the issue is that IKEv2 is only supported on VpnGw1 plan and I read that the basic IKEv1 setup is really slow. The basic VPN in azure costs $30 and with the VpnGw1 plan is gonna cost close to $300 a month with minimal traffic. This seems really high for our needs.

I have been researching doing a PFSense box in Azure or running a basic windows box running OpenSSL. I am hoping these would be cheaper options along with the same performance as the VpnGW1 plan.

Has anyone setup an alternate setup using these two methods and how does it compare from a security and performance standpoint?

Thanks,

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