Why not use http or socks proxy which is built in gluetun and configure whatever app you want to use vpn to connect through that proxy?

Re-encoding a lossy format is not a good idea because it will degrade the quality even more.

Ogg has been superspeed by Opus. https://en.m.wikipedia.org/wiki/Opus_(audio_format) “Opus replaces both Vorbis and Speex for new applications, and several blind listening tests have ranked it higher-quality than any other standard audio format at any given bitrate until transparency is reached, including MP3, AAC, and HE-AAC.”