Wow, that's quite the workaround you have going. I don't think dd-wrt supports that router, but maybe check if tomato does.
Are you positive your router doesn't support it, or do the requests just time out?
I don't know of any VPN apps, but cyanogenmod does support it with a kmod. Doubtful that you'd want to switch to a ROM specifically for VPN support, but who knows. Hopefully someone else can help you out.
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