I think what you are looking for is to set up your own VPN, not to connect to a VPN service that proxies your connection to the internet. The purpose of a VPN is to extend layer 2 (LAN/Home) connections accross layer 3 (WAN/Internet) connections. So in your case you want to set up a private network between only your development server and devices. If everything was located in the same pace you would simply setup a switch between the server and clients and either firewall the server from the internet or simply not connect to the internet at all.
If you have a linux VPS somewhere in the internet and want to connect to devices on your own LAN then you may want to look into setting up your server as a VPN server. For your clients you'll want to look into what VPN clients they can support to connect to your server.
A nice option to avoid having to configure VPN access across multiple devices is to setup a router that can be configured to connect to your VPN server. Many commercial home routers can be flashed with DD-WRT which supports several VPN protocols. Your devices could then connect to this VPN router using regular wifi or ethernet. Additionally, you could setup a VPN router on both ends to connect to each other.
There are also apps such as hamachi that lets you setup a VPN between a number of systems while allowing traversal of NAT.
If you require both internet access and access to a VPN between your clients and server then you can setup static routes using DD-WRT on your router or directly on your clients/server. Windows supports adding routes using the route command. You'll have to research what each client supports.
Now if your development server is on the same physical network then there's really no reason to use a VPN. You simply need to segregate the server to client traffic from the internet.