[latchkey]

I tried the OSX VPN stuff and gave up really quickly. It all just felt really clunky, without much control.

Tunnelblick and http://www.pivpn.io/ work great. PiVPN targets Pi installations, but I found it works just fine on any modern ubuntu install. The cli tools to generate / revoke configs are very easy to use.

[auslander]

Apple does not provide native support for OpenVPN protocol, only IPsec. It'll take third party app to support OpenVPN, risky.