How to connect to VPN through VPS

Hi guys, because of the high latency from my local computer to VPN server. I bought a VPS on Digital Ocean. Now I’m trying to turn my VPS into a proxy for forwarding traffic from my computer to tun0 interface (VPN).

Can I do this with SOCKS proxy or iptables? Thanks a lot
P/s: The VPN is from PWK course, i have 300ms latency, which takes 20hrs+ to perform a nmap full ports scanning.