i was trying a router on a stick config on dfl 210 and worked nice por routing traffic between vlans using a layer 2 switch.
For that you need to add vlan interfaces with all their objects (ip address, mask, gateway, network ) and add routes and ip rules to the traffic, also you can set a dhcp server for a designed vlan.
The other side of the vlan routing its the switch config to allow the config to work, if you dont know how to do that you can forget the vlan theme for a time, because the integrated switch on dlink utm firewall its not intended to be manageable, you need a separate layer 2 manageable switch to work with vlans on dfl utm firewalls