Yes, depending on the setup of the server, a shared-vpn can expose local ports to other users of the same VPN server, and it does bypass NAT.
Mitigating/fixing this is not so much a matter of configuration of the OpenVPN server as ensuring iptables is running on the local machine and blocking ports as appropriate. Running a local firewall is always a good idea.
Its difficult to check as it depends on the VPN setup of your provider and what access you have. If you have 2 devices with VPN connections to the same provider you could use 1 device to portscan the other device to give you some comfort.
Also, security is not an either or, rather its built up of layers - In addition to looking at the forwarding of packets to your system, look at the apps you are running and see what can be done to lock them down - that way you can gain protection at a different layer.