The problem is only to get access to the site? I`m using the Brave, Chrome and FireFox browsers with different VPN addons and have no problem with it. And one more moment: these sites are banned only from your providers, or these sites don`t give a permission to use it for your country? Because if they banned your country - just look at other sites, you`ll can`t verify yourself without fake ID. And in such situation VPN is the smallest problem.
Sometimes I think about using a VPN just to gamble, especially on a site that clearly prohibits our country from accessing the site. It is a problem because if we keep trying to access their site using a VPN, there is a chance it will give us problems in the future. Moreover, gambling sites can ask us to verify and if we find our identity is from one of the countries on their blocklist but we access their site using another country's IP, it will be a big problem for us.
But maybe if we don't really care about all that and just want to find fun playing gambling on that site, then go ahead if you still want to use a VPN. Don't use big money and avoid making the gambling site suspicious of your account or activity. Searching for the other sites will be better because we can give it without trying to abuse them if they ask for our verification.
With big casinos you`ll anyway get problem if the gambling is prohibited in your country. They will require KYC at least and most of them will ban your country to avoid potential problems with the law.
In this situation doesn`t matter if you use VPN or the OP decision - the both ways looks the same for the law. I see 2 solutions here: to play will small deposits, that you are ready to lose, and to gamble in small casinos, that doesn`t require KYC.