Redirect console traffic via PC through router

Hey guys,

just a basic networker here, so apologies if I get some terms wrong. By now, some of you must have heard of the region restriction on GTA, so I've been looking into that.

I'm currently leaning towards buying a new router and flashing DDWRT on it, and running a VPN.

but I was thinking maybe there is a (cheaper) way, one where I would run Xbox traffic to the PC and then from the PC to the router.

However, the tricky part here is that both devices are directly connected to the router.

So is it technically feasible to get the Xbox to run the traffic through the router to the PC and then have the PC running a VPN and send that traffic back to the router and out to the nets?

or am I just better off buying a router and flashing it with custom firmware, and use that as a gateway between the Xbox and the router?

Thanks for your help!