WireGuard is growing in popularity but I’m not aware of any router firmwares which have a WireGuard client built-in (maybe the popular open source firmwares). Many routers have OpenVPN clients built in.
i really like my GL inet router, which has the ability to be a VPN client or server built in to the router GUI. wireguard, openvpn, and tor (!) are options at the router level.
their router's UI is built on top of OpenWrt, so you can always fall back to OpenWrt GUI as well for configuring more advanced setups.