Hi Jim
I recommend the network bridge so all traffic will go direct to the NIC with it's own IP, but I openVPN quite often using both bridge and NAT I use nat when not at home and have to to use a single wifi on the host
the only difference is in nat the host will provide a internal ip which is nice for internal routing if needed.
do you have any vpn logs?
also Lubuntu does not use Gnome network manager I will email if I find the correct tool we just did one at the installfest last month sudo apt-get install network-manager-openvpn-gnome will fail due to wrong network manager gui.
also test it from the cli it should work there either way Todd