How to set up VPN

[riverbill]

I personally use PIA (Private Internet Access) on my computer, but I'd like to set that up on the router so everything goes through the VPN.

Given the recent FCC ruling on allowing ISPs et al to sell your browsing data (yes, I know that edge providers like Google and Facebook would still have been able to sell your data anyway, and I know that there's no guarantee that VPN providers will keep my data secure despite promises), people are probably now looking for how to implement a VPN.

Has anyone set this up? A step-by-step showing how to do the tricky bits like certs would be helpful. Esp. if it shows how to do it to use PIA for the VPN provider.

Edit: Found that https://techloris.com/how-to-setup-vpn-on-a-router/ Hopefully others have better luck and can offer some guidance to avoid that.