It took a while to get there. It was hard to remember to turn the VPN on while mobile.
Running the VPN on the phone impacts phone performance & battery. When I notice it's on at home I switch it off & switch off mobile data at the same time. This avoids privacy leakage if my router drops out but also prompts me to turn on the VPN when mobile. It's actually surprising how much stuff still works with no data.
Running the VPN on the PFSense router is a game changer. It's a nice feeling knowing that your kid's are also covered without having them do anything. Certain devices (Chromecast & TV) are excluded from the VPN using firewall rules attached to their MAC address.