I want to do exactly the same.
So, after reading I think
1) set up the openvpn client
2) this should create a new (virtual) interface
3) follow
https://www.raspberrypi.org/documentati ... s-point.md
4) change eth0 in
sudo iptables -t nat -A POSTROUTING -o eth0 -j MASQUERADE
to use the new interface
Untested, unverified, probably wrong.