Can you use Mullvad VPN with Comcast router. Or do I have to use it in bridge mode with a 3rd party router?
Discussion
I do that with my own router, refurbished x86 box with linux. Entire lan goes over mullvad
You can't do it with a regular router.
You can achieve it with a 3rd party router, just make sure it's compatible with OpenWrt and there's enough storage to install WireGuard on it, which is quite small but still
https://openwrt.org/docs/guide-user/services/vpn/wireguard/client