

Having set three of them up in Europe myself, as far as I can tell the VPN is only needed one time to set up the Onn 4K Pro (or any of the other Onn Android TV boxes). After that, a VPN shouldn’t be needed unless the device is reset.
Note that Stremio, SmartTube, and Projectify Launcher work on any Android TV device (versus Amazon Fire TV, which blocks Projectify Launcher), so you can get a non-Onn brand one to avoid the initial setup hassle. I personally preferred spending a bit more to get 3GB of RAM and 32GB to ensure a smooth experience, but the same apps will work on 2GB RAM devices too (like the similarly geolocked $US20 Onn 4K and $US30 Onn 4K Plus).

Unplugging and replugging them doesn’t trigger the location check, only if you perform a factory reset.
As long as the free VPN has a U.S. IP address, it should work. Proton VPN has the U.S. as an option on its free tier, for instance. To use it on the Onn 4K device during setup, you’d either need a router that sends all traffic through the VPN, or to tether the VPN from another device.
Since the Onn 4K Pro has an Ethernet port, I tethered the device to my Windows laptop to share its VPN signal (requires configuration of the Ethernet settings). An alternative for the non-Ethernet devices seems to be via a hotspot, either with Windows or rooted Android. Should rooting Android not be an option, this post claims it’s possible to do without rooting.