I'm not sure which apps you need, but I've been quite pleased with the current Amazon Fire TV stick. I've side-loaded Kodi and a VPN, no issues with it. I love the size and reliability of the device.

You might want to drop a note to your VPN provider and see what they recommend. Chances are they're quite familiar with what you're trying to accomplish. After all, many of these VPN providers are doing this for similar reasons as we do.