Usually either the Jellyfin/Navidrome app/web UI, or a native player app that talks to your NAS over the VPN.

For iOS I ended up building a small app for my own setup that streams files straight from the NAS (SFTP/FTP) over WireGuard/Tailscale so no media server in between. TestFlight if anyone wants to try: https://testflight.apple.com/join/PaQAsGcM