A workaround would be to put the vpn client on the router that you connect to.

Also, vpn processing is kind of intensive on cpus so that's probably one of the reasons why the quest don't yet have it. But if you connect to hotspots and routers that takes care of the vpn stuff you should be as hidden as if it was running on the quest itself.

Take care though... I'm writing this with no large scale government surveillance over me... As far as I know... So I am by no means an expert.