My quick prototype is made up of an ODroid C2 with a USB Ethernet adapter (technically, any device that supports Linux and has two Ethernet ports would work, I just had that laying around). I loaded OpenVPN and certificates to my VPN service onto the device and tried setting things up. I am having a bit of trouble with this part (I don't have much experience with networking)...

I have a setup with one side of the ODroid plugged into the router and the other side plugged into a Raspberry Pi. I was able to bridge the two network devices together without OpenVPN on the ODroid so that the Pi just got an IP address from my router like it was directly plugged in. I then tried to create a OpenVPN bridge with the network device the Pi was plugged into, and the Pi didn't get any IP address.

I'm going to keep playing with the configuration of OpenVPN and IPTables in Linux, but I don't have much experience with networking. If anyone has any ideas, leave a comment. Also, let me know if you want to join the project, I am looking for partners.