Looking to take a hotspot that is shared and create my own hotspot that can be firewalled

What is the best way to take a wireless hotspot that is owned by someone else, create my own hotspot or VLAN to be able to Firewall / Not allow my devices to view the other individuals’ devices?

I am already using a VPN, but I want to be able to create my own hotspot from another hotspot and firewall it or create another VLAN. Is this recommended? What do you recommend? Is a VPN enough? Attempting to accomplish this is redundant? Or could it be an extra layer of security?