Do you know how much disk space this will roughly use? Are we talking 10GB or 100GB or 1TB? Just roughly speaking.

Would this be put in the post up part of wg0?

Yeah, this is correct. I have a self-hosted Wireguard VPN which i connect to and i want my internet traffic to go through the gluetun docker through nordvpn. client -> wireguard container -> gluetun container -> internet