Well yes it is possible in dnsmasq.
It means you need to configure it in Advanced #config/network/advanced/dns_and_dhcp
But you will need to understand the process. If you look at this thread, you will see dnsmasq gets a 'set' directive in the first line, and then the following custom options use the same 'tag'. That set/tag terminology pertains to dnsmasq specifically (It has nothin to do with VLAN tags in this context). In a similar fashion, these tags are being used to identify VLAN interfaces, but those dnsmasq tags can also be used for a single host.
https://forums.untangle.com/networking/43343-dnsmasq-dhcp-relay-target-ignores-relay-server-ip.html
You won't be able to use a tagged VLAN (what NGFW does) and connect to a single device, unless it supports tagged VLANs, or you put a managed switch inbetween that does. Very much a complication.I am not sure this would be better configured with VLANs, but I'm not 100% sure how to properly configure a VLAN
If this were a Windows or Linux client machine, I would just override the DNS settings for it's adapter/interface, despite using DHCP. That is also a common option with IoT devices. That is the easiest way to be done with this, IMHO.