Hi,
I'm running a debian 8 gateway between my router and my home net. It's used to route all traffic from the home net (eth1) through a openvpn tunnel to a vpn service provider I pay for.

My problem is, I just get around 2MB/s through the vpn, compared to 7-8 MB/s without it.

First I thought it must be bad peering of my isp, but when I connect a second client directly to the router and run openvpn on it, thereby creating two parallel vpn tunnels, I get 2Mb/s over the gateway plus 2MB/s over the other client. My guess is with 4 tunnels I should reach approx. 4 x 2MB/s.
So how can I set up multiple openvpn tunnels on the gateway and have all traffic from eth1 running balanced through them to max out my connection?

You can use iptable tool to redistribute traffic into 4 VPN tunnels.

Could you provide me with an example how to do this?

No exact same example but following link show you similar case.
http://www.webair.com/community/simp...ables-and-nat/