Usually either the Jellyfin/Navidrome app/web UI, or a native player app that talks to your NAS over the VPN.

For iOS I ended up building a small app for my own setup that streams files straight from the NAS (SFTP/FTP) over WireGuard/Tailscale so no media server in between. TestFlight if anyone wants to try: https://testflight.apple.com/join/PaQAsGcM

https://Symfonium.app is a good player for Android

I use navidrome rather than Jellyfin for music. Stream to my Android phone with Dsub2000. Amperfy is my preferred iOS client.

I haven't tried it, but there is a program called Finamp that is specifically for music streaming from Jellyfin and supports both iOS and Android.

I keep music files on my phone, and play them with foobar2000. 128 GB is a lot of audio.

I use Manet as a music player an tailscale to have access to my home server. Before I tailscale set up, I’d just download what I wanted to my phone before leaving home.