Based on kylemanna/docker-openvpn
You can see this repo in action (from 4:16 to 6:10).
Run
make genconfig host=vpn.example.com
And then
make initpki
Please save entered password. You'll need it for certificate management.
make new username=example
Copy client_configs/example.ovpn to your local machine and use them in OpenVPN client.
make up
make stop
make ps
make revoke username=example