I support method number 2 that you suggest, so far I have tried hard to avoid playing on gambling sites that are banned/blocked in my country. rollbit, gamdom and betnomi are three lists of gambling sites that are not blocked from my country and I am free to open them without having to use a VPN. I don't want to take the risk of gambling using a VPN, for me it's not worth it.
because it is still estrange why we need to gamble in blocked site in our country when we can at least consider other sites that has no blocking or banning?
why risk your chance and money ?
just follow your desire to gamble but in gambling site that reputable and has no issues of banning, there are so many site to choose , stop making this as problem.