> but I'd rather spin up a Digital Ocean box if setting up my own VPN were as easy.
I thought the same thing, until I found openvpn-installer [1]. You just need to run 1 command - the entire OpenVPN setup process takes 5 minutes. I used it on both Debian and CentOS and it works flawlessly.
At the end, you just grab the config file using rsync or SFTP, and load it into your OpenVPN client. Now I have a dedicated droplet for VPN use. Once a month I destroy it and create a new one, because I'm slightly paranoid :P