Yep same here actually. Docker certainly helps with the "simple to setup" bit, along with a script I wrote - http://github.com/lukebennett/ovpn
My setup is based on docker-openvpn[0] which has quite a detailed readme, along with a Digital Ocean community tutorial[1]. My script basically wraps up some of the config and makes the various commands a bit easier to remember.
[0] https://github.com/kylemanna/docker-openvpn
[1] https://www.digitalocean.com/community/tutorials/how-to-run-...