Which mikrotik device is
* cost effective
* lightweight
* able to connect to a hotel wifi over 5GHz (or 2.4 if unavailable)
* make it the WAN, firewall it from the LAN
* Allow my LAN devices over wifi through my own SSID

Is there a default setup for this particular configuration?

Nearly any MikroTik wifi router fits the bill. If you need 5GHz, the hAP ac2 or hAP ac Lite if you prefer price over Gigabit:
https://mikrotik.com/product/RB952Ui-5ac2nD-TC

Remove the stand and it's pocketable

Hi,
The MikroTik hAP ac lite (RB952Ui-5ac2nD) would be a cost-effective and lightweight device that is capable of connecting to a hotel WiFi over both 2.4GHz and 5GHz frequencies, and can be configured as a WAN, firewall it from the LAN, and allow your LAN devices over WiFi through your own SSID. There isn't a default setup for this particular configuration, but it can be set up through MikroTik's RouterOS software.

Thank you both!
What if I add power-over-usb to the list of requirements? So I don’t have to carry the power adapter.

See this thread for example configuration.
viewtopic.php?t=138480


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Use Splunk> to log/monitor your MikroTik Router(s). See link below.

MikroTik->Splunk

Power via USB ... check the Mikrotik MQS. Works fine with power bank+ hAP ac Lite. I can even add mAP Lite at the PoE out port of the hAP ac Lite, all powered at the same time. Or just powerbank+mAP Lite for the lightweight travel set. (Config of the mAP Lite is a bit complex, if no ethernet or MQS available to set up on the go. See "Travel router")

Thank you @Jotne, seems like exactly what I needed!

Thank you @bpwl, MQS and mAP lite are super interesting!

hAP ax lite !!
https://mikrotik.com/product/hap_ax_lite