GuizmOVPN is an OpenVPN GUI for the iPhone, it has designed to be easy to setup, configure and run, a background daemon runs the tunnel. GuizmOVPN is a premium paid for applet and it includes a 7 day trial period.
Unfortunately this applet can not be found at the official App Store and it requires a jailbroken iPhone, the reason why it can be found at the App Store is that GuizmOVPN needs to use a background process to keep the VPN tunnel active when the GUI (Graphical User Interface) is closed as well as running external commands to modify the network configuration.