How to catch packets to a specific device?

Question

linux

There is a device on the network: a Chinese underfloor heating thermostat that can be controlled via phone, but not locally, but through Chinese servers. What and where leaves the application - I already found out: decompilation of apkshki and analysis of the code. But now how to find out what arrives from the Chinese server in the thermostat is a question. On a Windows computer, traffic used to be sniffed through Wireshark, but then somehow it is necessary through a router .. Asus rt-ac87u router with merlin firmware - you can put something on it, but I have no idea what piece of iron? Purpose: to manage it locally, bypassing Chinese servers. Well, in general, for the sake of curiosity, in order to get experience.
PS: open ports: 80, 8899. On the 80th 404th error. The application performs the initial configuration directly to the device via UDP on port 48899 - it throws the Wi-Fi login / password there.