Your security comes from security of your VPN and router that is guarding the entry to your network. Kind of simple. That is not all. Your security when using VPN is also including all the security weaknesses of the network you are on when doing VPN... A very long story...
Users are defined once per a FreeNAS system (not talking about jails, another story). NFS share and datasets/filesystems can be added and deleted, but the user management is independent of it. The only rule one has to watch for is that you cannot share/export something that is already exported. Unless your security rules forbid that, please always enable the option All Directories: in the Add Unix (NFS) Share dialog window.
If you want, for accounting or security reasons, only different users accessing Media and Data, then yes you are talking about new users if you had Media and now added Data. Long story. Nothing about FreeNAS in there, pure NFS and Unix/Linux system administration.