OpenVPN is very complicated and for that reason I use sshuttle[1] which is very simple. It does require that you own an sshd running on an endpoint somewhere (like a VPS or an EC2 instance or your own server somewhere) - but if you can clear that hurdle, you end up with a very elegant and simple solution. [1] https://github.com/sshuttle/sshuttle
The first line on the sshuttle GitHub page says 'does not require admin'. Why even have installation instructions via 'sudo' then?
Up to you if you trust your distro's security team, of course :). I trust mine.