The MG is not a firewall. It's designed as a way to get a cellular connection into an MX or other firewall via a cloud managed device vs having to use another vendor's gear.
While in a temporary setup an MR into an MG may work, I would not recommend it long term. The main limitations would be lack of VLANs, Group Policies, any advanced security features like IPS/AMP, etc.
An overview of the basic features that can be configured is here: https://documentation.meraki.com/MG/MG_Best_Practices/MG_Wireless_WAN_Dashboard_Settings
If you found this post helpful, please give it Kudos. If my answer solves your problem please click Accept as Solution so others can benefit from it.