Not that I am actually qualified for giving an expert opinion on bridging vs. routing, so take my advice with a grain or two of salt.
In theory the bridge mode is more direct, so It should be faster, in practice in your case It Is slower, and not a little slower, some 30 percent slower is a lot.
Of course there must be some reasons why this happens, but I cannot find any in your rather simple configuration and - if you think about it - the Mikrotik always works as a router, whether it routes between LAN 192.168.88.x and WAN 5.x.y.z or WAN 192.168.0.x should not affect the speed of the connection, so the issue must be in either the ISP router configuration or in some settings in the ISP source but I have no idea where to look for the cause .
Still in theory the double NAT (one in the Mikrotik and one in the ISP router) might increase the latency, but if the increase is from “very, very little” to “very little” it could be unnoticeable and only measurable by specific tests.
I am not expert enough on wireless setup and related increased security practices to give you valid advice.
The NAS seems to me a non-problem, it is a network connected device like any other, what kind of doubts/needs do you have?
Separating it from some other devices?
In this case you might want to implement VLANs, which Is a rather advanced topic.
The default firewall rules are usually considered “good enough”, though they can be made “stricter” following the principle of only explicitly allow what is wanted/needed and then, as last rule of each chain put a “drop all else” one.
Before attempting to modify the default rules one must understand why they are there and what they do, as it is easy to drill big holes in the firewall accidentally (Chesterton’s fence principle) or - still accidentally - make everything so “strict” that for one reason or the other you end up being locked out of the router.
Check this recent thread that revolves around these themes:
http://forum.mikrotik.com/t/router-settings-from-beginners/177370/1