I don't know much about VPN so I can't offer any advice on that.
If you're using port forwarding, there are a couple things you can do for security. Port forwarding is usually secure enough for home users (would not recommend for any sort of sensitive data) as long as you're smart about it. Remember that someone who wants to get will probably get in, so don't use this for anything other than personal use (for example desktop apps you want to use on the x3).
The computer should have a firewall (you can do more with this, but default windows firewall should be fine for just accessing apps) and only allow remote desktop connections from authorized users (usually just you).
If possible, leave as much off this one PC (imagine that this one PC is totally open to everyone on the internet, do not use it for more than absolutely needed, don't even store files on it if not needed), do not give it access to network computers as this could open up your whole network to intruders. Both the computer and router should be secured with strong passwords, and limit access to router settings if possible (for example, only allow access if directly connected over LAN).
My remote desktop PC has no access to the other computers on my network, but my network computers have access to it (I can "push" files to it, but I can't "pull" files to it). No files are saved on the PC, I just copy them in from a network PC, and remove after. The only thing on this PC is the applications I need. It's running a clean copy of Windows so I can wipe it and reload at any time if needed.
It's still not as secure as other methods, but for my needs, it works. If you just need a simple setup, and don't care if someone could get total access to that one PC, then this might be good enough.