Force all network traffic pass through OpenVPN tunnel

# Flush all rules
iptables -F

# Let's change the policy to DROP.
iptables -P INPUT DROP
iptables -P FORWARD DROP
iptables -P OUTPUT DROP

# Allow basic INPUT traffic.
iptables -A INPUT -m conntrack --ctstate RELATED,ESTABLISHED -j ACCEPT
iptables -A INPUT -i lo -j ACCEPT
iptables -A INPUT -p icmp --icmp-type 8 -m conntrack --ctstate NEW -j ACCEPT

# Allow basic OUTPUT traffic.
iptables -A OUTPUT -m conntrack --ctstate RELATED,ESTABLISHED -j ACCEPT
iptables -A OUTPUT -o lo -j ACCEPT
iptables -A OUTPUT -p icmp -j ACCEPT

# Allow traffic to the OpenVPN server, DNS and via the tunnel.
iptables -A OUTPUT -o tun+ -j ACCEPT
iptables -A OUTPUT -p udp -m udp -d 8.8.8.8 --dport 53 -j ACCEPT
iptables -A OUTPUT -p udp -m udp -d 8.8.4.4 --dport 53 -j ACCEPT
iptables -A OUTPUT -p udp -m udp -d vpn.server.example.com --dport 1194 -j ACCEPT

# Reject everything else.
iptables -A INPUT -m conntrack --ctstate INVALID -j DROP
iptables -A INPUT -j REJECT --reject-with icmp-port-unreachable
iptables -A FORWARD -j REJECT --reject-with icmp-port-unreachable
iptables -A OUTPUT -j REJECT --reject-with icmp-port-unreachable