A few different articles this week about spinning up a wireguard container/jail/VM ...
But it's far, far easier to just fire up an sshd somewhere and 'sshuttle' makes it possible to turn any ssh server that you have a login on into a VPN endpoint:
https://sshuttle.readthedocs.io/en/stable/
You don't even need to be a privileged user - just any old user login, over ssh, and you need python to exist on the remote system.