I dug an older PC and a few routers out and I will be setting up OpenVPN this week.  Once the server is running, I'll start by making my laptop a client for testing.  To be clear, I want the pocket router in my backpack to ultimately be the client and my trusted devices stay connected to the router.

The workspace you see tends to explode out of the backpack on the right for now but the final solution will stay in the backpack 24/7.  Read: tidy.

edit: This was my lunch break, please excuse the food at my desk.

I'm also looking into giving the router it's own 3G/4G connection via Sprint but Sprint is such fail in my community that I may just cross that bridge further down the line.