Update - I have tried to use this router at multiple hotel chains (Marriott, Hilton, Holiday Inn, etc.), and was unable to get the router to work consistently.
I followed all the recommendations provided in this post; separately and combined in various forms. On the rare occasion I was able to get it to connect (after logging into the hotel), it would drop the connection within a few moments. To reconnect, I had to go through the entire setup again.
The VPN simply does not work. When I could get it to connect, once I turn on the VPN it crashes again - immediately.
In every case, my TP-Link router worked flawlessly, so I know it was not the hotel, or my computer that is at fault. I switched to this GL-ARM300M router specifically to get the VPN functionality.
Any other suggestions on how to make this work?