VPN doesn't improve performance (in fact, it reduces performance in most cases).
All you need to do is to set up a "bridge" (used in the non-technical sense hereafter) between the two LANs. You can either get a router or a normal PC to do the job.
The only tricky part of this is the routing table configuration on your bridge (may it be a router or a PC). Given the two interfaces on this bridge, you'll need to inform each LAN the subnet information of the other, with the bridge itself as the target route.
