Anywho, congratulations Cloudflare! I long held an opinion that the VPN market was ripe for disruption when I looked at privacy policy of some of the top players. Having analysed the market, I find that its defragmented with no clear run-away winner. I hope you're able to make a headway with all the interesting innovations that you plan to offer on top of it.
Here are some ideas that I had in mind for a Mobile VPN:
1. Ability to run a dns-blacklist, tag-based blacklist, and a ip-firewall at cloudflare's end (not on the end devices). May be you could add that as an option to your wrap+ product?
2. Auto change exit IPs underneath the covers.
3. Take over the dialer and route calls over IP whenever possible.
4. Provide ability to analyze traffic on a PC.
5. Track and warn mode per app, where the traffic is analysed for a particular app to generate a report on what its doing and how much.
Basically, bring enterprise-grade security to the end consumer.