OpenVPN application in docker.
You can provide it with configs and run it with extended privileges to change your host machine's network interfaces:
docker run -d --cap-add=NET_ADMIN \
--device /dev/net/tun \
--net=host \
-v /data/config:/etc/openvpn/config \
--name openvpn-client \
varsy/openvpn --config /etc/openvpn/config/config.ovpn
Add your configs to /data/config
folder on your host machine.