VPN client mode for Private Internet Access VPN?

With the new privacy deregulation in the US, I've been trying to figure out a way to connect my home LAN directly to PIA VPN, but apparently my home router (Peplink Balance-20) doesn't support OpenVPN client mode at all.

So I thought, maybe I can put my Itus Shield before it and run OpenVPN in client mode?

Has anyone done this, is it possible without major changes? (My Itus Shield has never been plugged in yet)