A request to establish a VPN connection between a customer data center and a set of resources of a provider network is received. A new isolated virtual network (IVN) is established to implement a virtual private gateway to be used for the connection. One or more protocol processing engines (PPEs) are instantiated within the IVN, and a respective VPN tunnel is configured between each of the PPEs and the customer data center. Routing information pertaining to the set of resources is provided to the customer data center via at least one of the VPN tunnels, enabling routing of customer data to the set of resources within the provider network from the customer data center.