Been trying to do the same thing. I ended up setting up VMWare ESXi with 2 guests; one Zeroshell and one CentOS as an external router. They are joined with a vswitch with no real ethernet. The system is live, but no BGP yet. I’ll get that up with my new link being installed this month(?).
Hopefully, I’ll get to detailed documentation.
One VMWare gotcha – If you need it, do VLANs in ESXi, they will be separate ETHxx in Zeroshell. VLANs in Zeroshell (or CentOS) didn’t pass tags through properly.