Wanted to get your take on the different built in access methods to your NAS boxes. In my cases it is a Synology DSM box, so I will focus on its solution which is using QuickConnect but the question applies to others like QNAP or Drobo now with its remote access app.

How secure do you guys feel these are?
Is it worth trying to setup the VPN server and then installing the and configuring it on laptops and phones or would just doing QuickConnect be fine and decently safe?