Als Webfilter.

Software -> Download and install tinyproxy luci-app-tinyproxy

Service -> Tinyproxy -> Configuration -> Filtering and ACLs

Allowed Clients: 192.168.0.0/24

Filter File -> Upload, Example:

erotic
fashion
fitness
naked
porno
sexy
swimsuit
underwear
playboy.com:80
google.*:80/.*(porn|sex)
youtube.com:80/.*(porn|sex)
yahoo.com:80/.*sex

Für Transparenten Redirect:

Datei /etc/config/firewall

config redirect
    option _name 'proxy'
    option src 'lan'
    option proto 'tcp'
    option src_dport '80'
    option dest_port '8888'
    option src_dip '!192.168.0.1'
    option dest_ip '192.168.0.1'

Quellen:
http://wiki.openwrt.org/doku.php?id=oldwiki:proxy.tinyproxy
https://forum.openwrt.org/viewtopic.php?id=40631