Current gen appleTV.
And yeah, it’s pretty easy. There are a lot of vpn services. Some are better than others. Find a vpn provider, then see if there’s an apple tv app for it. Your bigger and better players will have apps, and their site will have setup information for their app.
Proton, Nord, Private Internet Access, etc, are some of the options out there. PIA works.
Granted we’re just talking baseball here, but it works out to a hair less than fan duel per month, or right about there. The benefit is you get every game and on-demand replays, and not just one team.
And since you’ll be needing a streaming player anyway, no problem.
There are other players out there. Most don’t let you run a vpn app; apple does.
I don’t recommend roku at all. About 18 months ago they made a huge update to their privacy policy and really fucked their users over in the process. (They also don’t have vpn apps.)