VPN Nginx home setup

Hi,

I need some help setting up following configuration. I went through tones of information on google but couldn't find specific one.

I want to run Nginx proxy at home. Nginx will be handling all browsing requests. Also I want to connect to Nginx proxy from coffee shop via VPN tunnel (which clients setups would you recommend) so Nginx will handle my requests again.

Is it possible?
How slow would be the connection from coffee shop? Maybe to use cache proxy?

Thank You