In this tutorial, we will show you how to setup a WiFi bridge, and how to setup dnsmasq correctly to allow any device to connect through your Pi without issues.
You will need to keep in mind that you will not see speeds as good as what you would with a direct connection to your router. As there is some overhead with the connection having to run through the Raspberry Pi.
This tutorial can be combined with our basic VPN access point, you can find the tutorial on how to set that up directly after this tutorial. Basically, it will show how to setup a OpenVPN client and redirect all traffic through that client.
Please note: This tutorial will require some slight changes if you decide to go down the VPN route, we will explain the necessary changes needed at the end of this tutorial.