I expect the EspressoBin has good performance with OpenVPN. I ordered an EspressoBin in the initial Kickstarter, but have not needed to use it yet. (Given that the EBin a “dev” board, installing Armbian looks to be more work than installing Raspbian on an RPi. This has deterred me, at least temporarily. Friction, you know.)
ZeroTier (which is similar to OpenVPN) sells a network appliance based on the EspressoBin.