I think Pangolin would be massively overkill for this. It’s designed to be a CDN layer orchestrator and it’s primarily a HTTP reverse proxy. You can do it with Pangolin but it complicates things and you’d need more resources too.

All you really need on the VPS is to run a tunnel (WG or OpenVPN) and forward whatever ports the games need from the VPS public IP into the tunnel. Maybe a DDNS tool/script if the public IP is dynamic.