WireGuard
Wireguard is loved FOSS software that is simpler and smaller and WAY FASTER than OpenVPN so, let's have at it.
Installation
Simplest installation can be done with this script. I'm tired and not sure why there is not a dedicated PPA as the version baked into Ubuntu is f'in old... so let's just try this...
curl -O https://raw.githubusercontent.com/angristan/wireguard-install/master/wireguard-install.sh chmod +x wireguard-install.sh ./wireguard-install.sh