I have an OpenWRT router with an OpenVPN client on it. I use the router's firewall rules to secure the access as needed. If I'm using the VPN, then the VPN is the only way traffic can get out, as I close the direct route via firewall.
This setup persists even after a router reboot.
To do this easily, I made a Python script that can load the OpenVPN files on the router, switch on/off the OpenVPN connection and modify the firewall accordingly.
This affects the entire network, and means I am not reliant on the torrent software or desktop VPN client playing ball.
Happy to share my script if it will be handy to you.