I'd pay a lot of money for an Ethernet device that sits between the jack and the router that would make a tunnel for me. Is that what this is for WiFi??
No need to pay good money, just replace your router with something more configurable with OpenWRT / OPNSense / Mikrotik and set it up so that all routing goes through the VPN
It sits between your router and your endpoints (computers, laptops).
It can connect directly via ethernet cable or broadcast it's own WiFi SSID's to which you can connect.
You configure it to always connect to VPN of your choice using OpenVPN or WireGuard protocols.
Then you may connect to this device SSID and your traffic always be routed via VPN connection.
This is way better, secure and more reliable than "VPN software" or "VPN apps" solutions.
Good news, you need less than $250. Just buy a Protectli appliance, install OPNSense on it with the wireguard plugin. Setup Mullvad config and route all traffic through the tunnel. That's it!
I've been running a similar setup for a couple years now. It's been great.