Is it possible to set up a VPN on your router so you don’t have to run software on multiple computers/devices? (If possible, then how?)
Updated: Thanks for your help I have found the solution related to my issue here.

I was looking into this a few days ago and ran across this. I haven’t tried it yet put it seems simple enough. I’m sure others will be along shortly to explain the correct way to do it.
https://support.safervpn.com/hc/en-us/ ... tik-Router

How about going to actual official Mikrotik wiki and using guides from there?

Also users in Mikrotik forum posted few as well. e.g. I created this: viewtopic.php?f=23&t=169538 + viewtopic.php?t=151188#p839793

One of the best guides online I found is from https://mynetworktraining.com/ this guy which also has all the courses on Udemy too, including setting up VPNs.