I find setting up VPN an absolute nightmare and use OpenSSH (built in SOCKS proxy) + redsocks instead (or sshuttle). You can set your SSHD to port 443 for something that's never blocked. If you need HTTPS too then use SSLH. Both OpenSSHD and SSLH are readily available for OpenWRT. (And QNAP http://wiki.qnap.com/wiki/Replace_ssh too)