There would be no VLAN, just plug the protected device directly into the firewall’s ‘LAN’ port.
A VPN is just a network level proxy for all traffic (roughly speaking), modulo firewall rules.
I’ve done this before. It isn’t even particularly hard to do, assuming the VPN provisioning isn’t a nightmare.
It could be made easier/more commodity of course. I guess we’d need some IoT logic and an app? (Cringes inside)