Just wanted to share this. We've tried this in the office, and it works really well with the VanishedVPN OpenVPN config.
Once configured, what this allows yo to do is to plug the pi into your router, and then just point any device (smart TV, ATC, PS4 etc) at the pi's gateway address, and traffic will then be directed via the tunnel.
This works really well, and is a great solution for just tunnelling select devices on your network via the VPN, and leaving the rest of the house on a normal, local connection.
In theory, this should work on one of these too, which would be even better ($9). We've ordered one to test it.
As for the App, that should be reasonably simple. Just need to build a web page that will push the updates to the config file, and restart OpenVPN. We're already thinking about what this could look like, and how we can automate the build to make it simpler. Let us know what you think when you've had a play.