Easy way to create a proxy server for VPN?

[Gop Tun]

Hi guys,

Would like to have a proxy server to share a VPN connection on my local network.

Basically, I would like to have the PFSENSE machine connect to vpn, and have it host a proxy server to route connections through said proxy through the VPN.

But at the same time, any connection NOT through the proxy to go through the normal internet.

Is there any way to do this?