@RL_Dane @jsbilsbrough "safer" is relative to the threat, of course.
In my typical case, OpenVPN is handled itself by my firewall appliance. While it opens a port it also knows what bad traffic to scan for, without me telling it what to do. Again, I'm not a security researcher, but I tend to trust pfSense/OPNsense/etc more than myself when it comes to opening a port and watching for baddies.
And nowadays I don't even do that, because I just don't need it badly enough anymore.
@RL_Dane @jsbilsbrough I should also mention that I typically remote from a static IP provided by my wireless carrier. So, in my case, the firewall knew where I'd be coming from and I could block most of the internet from getting in.