Oh boy my favorite game series!
Admittedly the ones I've played the most are 3, 4 and 5, although I've tried 2 a couple times a while back. I wouldn't mind doing it again, I just don't remember why I kept bouncing off of it.
3 is my favorite, and admittedly I played it at a younger age than I probably should have, as a teenager. I couldn't bring myself to finish it after getting the ending spoiled to me online, but I always had a fondness for the game and I preordered Reload as soon as I could. I will finish it this time. Mitsuru my love.
4 is my second favorite. Kanji and Naoto in particular really always stood out to me and I used to go by Kanji online for a long time. I made a character who spun into an oc with just traits inspired by him too, who is one of my favorites to write.
5 is fine but my least favorite of the bunch, even though I know a lot of people who only like that one. I felt the pacing was poor and the escalation of the severity of what the adults did wasn't really going in order. I also didn't feel any real attachment to the characters, in sharp contrast to the other two games I've played.
It still irks me every time a teacher and student romance comes up, or the times the games have been phobic. I wish we had the option to maybe pick between a masc/fem/androgynous looking protag and slap our own pronouns on them and romance who we wanted out of the options regardless of those selections, but I know that's not ever the game Persona is gonna be. I'm happy they included content warnings at least in Reload.
So I'm pretty new to self hosting as well, but I use Tailscale. They also have the option of working with Mullvad, though I'm not 100% on how that works. Tailscale is a VPN itself, and it's allowed me to access all of my self hosted stuff everywhere, including on my phone. It's been really nice, though I understand people might not want to use corporate methods.
Gluetun to my knowledge, when I use it, is just for my qbittorrent stack to access my VPN.
If you don't want to use something like Tailscale (there's also a self hosted option called Headscale, and others like Zerotier and I think Netbird?) there's opening ports and using reverse proxies. I would be really careful about that one, but hopefully I've given you some options to look into.