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You do what makes you feel comfortable, but understand that it's not a lot safer. It's not useless though so I wouldn't say don't do it. It just feels a bit too much effort for too little gain to me. And maybe isn't providing the security you think it is.
It's not "where the port is opened" that matters - it's "what is exposed to the internet" that matter. When you direct traffic to your home network then your home network is exposed to the internet. Whether though VPN or not.
The proxy server is likely the least vulnerable part of your stack, though I don't know if "caddy" has a good security reputation. I prefer to use Apache and nginx as they're tried and true and used by large corporations in production environments for that reason. Your applications are the primary target. Default passwords, vulnerable plugins, known application server vulnerabilities, SQL injections, etc. are what bots are looking for. And your proxy will send those requests whether it's in a different network or not. That's where I do like that you have something that will block such "suspect" requests to slow such scanning down.
Your VPS only really makes any sense if you have a firewall in 'homelab' that restricts traffic to and from the VPN and specific servers on specific ports. I'm not sure if this is what is indicated by the arrows in and out of the "tailscale" box? Otherwise an attacker with local root on that box will just use your VPN like the proxy does.
So you're already exposing your applications to the internet. If I compromise your Jellyfin server (through the VPS proxy and VPN) what good is your VPS doing? The first thing an attacker would want to do is setup a bot that reaches out to the internet establishing a back-channel communication direct to your server anyway.
It's not "exposing a port that matters" - it's "providing access to a server." Which you've done. In this case you're exposing servers on your home network - they're the targets. So if you want to follow that advice then you should have your servers in a VLAN now.
The reason for separating servers on their own VLAN is to limit the reach an attacker would have should they compromise your server. e.g. so they can't connect to your other home computers. You would create 2 different networks (e.g. 10.0.10.0/24 and 10.0.20.0/24) and route data between them with a firewall that restricts access. For example 10.0.20.0 can't connect to 10.0.10.0 but you can connect the other way 'round. That firewall would then stop a compromised server from connecting to systems on the other network (like your laptop, your chromecast, etc.).
I don't do that because it's kinda a big bother. It's certainly better that way, but I think acceptable not to. I wouldn't die on that hill though.
I want to be careful to say that I'm not saying that anything you're doing is necessarily wrong or bad. I just don't want you to misunderstand your security posture.