Using VPN inside docker container

I want to learn docker by using it. So I want to rewrite one of my python application that require multiple hosts to run. The core of the app would run fantastic on kubernete cluster or docker swarm since they are workers that connect to outside database and take work they need to do ( they update the same DB with info ), however the main reason its running on multiple hosts ( or VMs ) is that the app require VPN ( openVPN client and during it function it switch VPN servers and track its IP. It needs that to function properly )

My question is, is it somehow possible to use openvpn client inside docker package independently of the OS ? Huge bonus would be if I could use multiple independed VPN connections each in its docker container but on single host.

The python application is not a service so I don’t need to expose/map any ports to container…

Thanks for any update.