This script will let you setup your own VPN server in a few minutes, even if you haven't used OpenVPN before. It isn't bulletproof but has been designed to be as unobtrusive and universal as possible.
Please check that you have a openvpn installed !
Run the script and follow the assistant:
opkg install bash wget openssl-util
wget --no-check-certificate https://raw.githubusercontent.com/kpoxxx/openvpn-install/master/openvpn-install.sh -O openvpn-install.sh && bash openvpn-install.sh
Once it ends, you can run it again to add more users or remove some of them.