A lot depends on your objectives. For all I know, the OpenVPN server provided by your NAS only allows access to THAT one device! And if your objective is to use it for accessing ALL your local devices (i.e., local gateway), that might force your hand. You might even want to use it to route back to the Internet (making it a valuable tool for protecting your open wifi communications on the road). So at least in terms of functionality, you have to be more precise in terms of what you want this to accomplish and what would best meet those needs.
In terms of voiding warranties, nothing says you have to commit your $100 super-duper, dual-band, Linksys router to these duties. You could just as well use an old DD-WRT router and configure it as VPN appliance (or else buy a $20-30 DD-WRT compatible router). Of course, you could buy a standalone VPN client/server appliance instead. Zyxel makes quite a few, and are quite popular, but rarely less than $150 for the entry models. That makes a second DD-WRT router look like a good investment (should the NAS prove not up to the task).
It even depends on whether you're looking to learn something in more depth, and thus willing to experiment, or just want something that works and move on.