Is it safe to add a router to a modem without bridge mode by using DMZ?

I cannot alter my modem firmware and there's no legal way to enable bridge mode. I want to add a router so that I can have complete control over the network.

If I use DMZ to achieve this, how secure am I? What would happen if an attacker is able to breach my less-secure modem (that is also a router) and change some settings like DNS? Is there any approaches to minimize risks?

Router/Modem from my ISP¹ => DMZ => Router with DHCP and NAT => All my devices

¹wifi disabled, no wired devices connected, but I can't disable NAT or DHCP

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