I see here many comments in regards to using VPN.
Just an advice, if you are planning to use VPN to play PP games, contact online casino support and ask them if that would be okey (take a screenshot), since casino can easily decline your possible cash-out for breaching Terms & Conditions.
In my experience, that will never happen! I never saw anything official from any crypto casino representative about using VPN! I asked some of them personally, I saw others asking... so I guess you can try to ask for yourself and you will see what I mean!
I don't know if live chat support can answer (as long as it's not officially listed in Terms and Conditions) on whether or not you can use a VPN. However, here on Bitcointalk I saw people representing casinos officially wrote that it is possible to use a VPN in their casinos. I have seen this situation several times.