The guest WiFi at work blocks OpenVPN connections, but established Tailscale slips by. I haven't tried straight Wireguard because I don't consider Tailscale having timing and volume data on me to be all that valuable to them, and they do mitigate the double-NAT situation. I do run a private peer relay for my tailnet but not a full DERP server, nor do I run Headscale.
Obviously, your personal security concerns play a role here, but I'm not doing anything I wouldn't do straight from my home network, so I see no reason to make my life harder. If you need that level of security, you need a different solution.