None of the documentation for the Zotac ZBOX Nano mention any Linux support, but Booting Linux from USB on a Zotac ZBOX Nano is easy once you get the right BIOS settings.
Thin Client pfSense Firewall
I needed to move my FW off of a hot ESX server, that was superheating my office. I opted to try my luck with a thin client pfSense firewall.