Mullvad VPN now has proper rpm repository for their desktop client. You can use it in the following way on you Fedora system:

sudo dnf config-manager --add-repo https://repository.mullvad.net/rpm/stable/mullvad.repo
sudo dnf install mullvad-vpn

Remember to verify the OpenPGP key Fingerprint:

Importing GPG key 0x66DE8DDF:
 Userid     : "Mullvad (code signing) <admin@mullvad.net>"
 Fingerprint: A119 8702 FC3E 0A09 A9AE 5B75 D5A1 D4F2 66DE 8DDF
 From       : https://repository.mullvad.net/rpm/mullvad-keyring.asc