I found this topic while searching for a solution to the same problem.
I solved it differently, maybe it can be of any help:
I have a raspberry pi with openvpn server which has privoxy installed, see:
http://readwrite.com/2014/04/10/raspberry-pi-vpn-tutorial-server-secure-web-browsing
I wanted to have my phone connect by vpn, and then use privoxy to filter out all spam and ads. Unfortunately, the android client of openvpn doesn't offer the ability to specify a proxy address for traffic in the tunnel. This is why i wanted all web traffic coming from the VPN clients to be routed to privoxy. I found the following page:
http://blog.bodhizazen.net/linux/how-to-transparent-proxy/
And used that to complete my iptables settings in the raspberry pi vpn server with privoxy. See the following:
--IPTABLES-------
#local rules: send locally generated traffic to privoxy
sudo iptables -t nat -A OUTPUT -p tcp --dport 80 -m owner --uid-owner root -j ACCEPT
sudo iptables -t nat -A OUTPUT -p tcp --dport 80 -m owner ! --uid-owner privoxy -j REDIRECT --to-port 8118
#vpn rules: send traffic from vpn clients to privoxy
sudo iptables -t nat -A PREROUTING -s 10.8.0.0/24 -p tcp --dport 80 -j DNAT --to-destination 192.168.0.42:8118 #change to privoxy address
sudo iptables -t nat -A POSTROUTING -s 10.8.0.0/8 -o eth0 -j MASQUERADE
---------
--OR UFW before.rules -------
#local rules: send locally generated traffic to privoxy
-A OUTPUT -p tcp --dport 80 -m owner --uid-owner root -j ACCEPT
-A OUTPUT -p tcp --dport 80 -m owner ! --uid-owner privoxy -j REDIRECT --to-port 8118
#vpn rules: send traffic from vpn clients to privoxy
-A PREROUTING -s 10.8.0.0/24 -p tcp --dport 80 -j DNAT --to-destination 192.168.0.42:8118 #change to privoxy address
-A POSTROUTING -s 10.8.0.0/8 -o eth0 -j MASQUERADE
---------
Do not forget to add in sysctl
net.ipv4.ip_forward=1 (as described in the linked article)
Unsure whether it is needed to set in privoxy config:
accept-intercepted-requests 1
Hopefully this can be of any help to anyone searching for the same solution
