OPNsense is built on top of FreeBSD. FreeBSD is not Linux. It's all part of the installation media - you don't need to preinstall anything. Instructions are at https://docs.opnsense.org/manual/install.html . 7zip and Rufus are mentioned there, so they should be OK, although I might recommend trying a USB flash drive (or a microSD card in a USB card reader) instead of a USB hard drive. Failing that, it might be something (else) about your hardware. I can't find anything about "CORE" brand mini PCs - do you have any more details to share about it?
But you clearly need the img version to install OPNsense barebones.Rufus actually chokes on the ISO image...I downloaded the bz2, then all the verification steps can be performed in an Ubuntu WSL (Windows Subsystem for Linux) VM.I unzipped from the Ubuntu WSL VM too (I copied the bz2 over, but you can do it over the mounted C:, /mnt/c/...). bzip2 is not available stock put trying that command gives you the instructions to install it.Rufus will happily create a bootable USB stick with the resulting img.I didn't complete the install but booted it past the point of auto-configuration.Assuming the img was properly extracted, there's still the possibility of a corrupted USB stick...Hopefully, your NUC doesn't come with Realtek NICs. These are known to be flaky under FreeBSD.