Best way to setup DMZ

Best?  Is NOT a DMZ.  What that does is just nakedly expose whatever you put into it to the internet.  You've bypassed whatever firewall protections your router had, so whatever is there is just going to get hammered.  That generally assumes something with it's own protection and firewall, not just a device with perhaps no protection.  Could have been your internet traffic problem.  Might not have been.  Dunno.  You'd have to sniff/log the traffic to see it with something else.  

Better, would be a dedicated firewall with at least 3 network interfaces.  One interface goes to the modem and gets your public accessible Xfinity IP address.  Two others create their own internal subnets.  One for your regular stuff, and one independent subnet for your game console.  Ideally, your game console would be connected via Ethernet (fastest, lowest latency).  Your existing router just turns into a WiFi access point then (no actual routing, no dhcp server, dhcp requests are forwarded to the firewall).  The two internal subnets don't speak to each other.

Now you create port forward rules on the firewall to direct the traffic you want to your game console (and it's subnet)-- IF required, while still maintaining at least 'some' sort of inbound protection.  Bonus round involves active/adaptive firewalls plus limiting who can talk to your external IP address and access exposed open ports, but that's a different subject.