If you use a VPN that support Wireguard configs(like ProtonVPN or Mullvad) you can use Wireguard official client to connect in the most efficient and secure way instead of the VPN provider client

For ProtonVPN as an example: you can go to the downloads section and download the wireguard config you want and then import it from the wireguard gui.

For me, I would never use other inferior VPN clients after knowing how efficient, supported and developed are the official Wireguard gui are.

Other providers who provide configs:

• Mullvad;
• IVPN;
• Windscribe.