I've been thinking about doing somethign similar and am really interested in what hardware you're using for this and what your setup looks like. Do you run a VPN service directly on your router, for example?
I use the TP-Link TL-WR902AC for this, it's cheap and has a MAC cloning feature that makes it pretty easy. Unfortunately the firmware isn't updated anymore and it's missing a VPN client, but apart from that it gets the job done.