For me this is risky. If a company or a service is banned in my country I wouldn’t try do something like this especially since my money will be at risk. Binance banned US users from using their exchange, if someone in the US uses this trick to access Binance and begins trade. There is a possibility that your browser may have a glitch and Binance blocks your account. What do you do?
The OP is not really talking about that, he is talking about the ISP of his country blocking those websites, so as long as those services accept people from that country then you do not have to worry about the platform of your choice closing your account, the problem is the government which imposed those measures, after all if they decide to block websites related to cryptocurrencies then most likely they plan to enforce some punishments against those that violate those regulations.
Usually if you use a good VPN, the local ISP may never catch you that you are accessing the gambling site through VPN. This scenario is less risky as even if your local ISP caught you, still they can ban or control your gambling account.
However, if the gambling site have blocked your country, then it is super risky as the gambling site can ban your account and seize your funds if they found out that you accessed the site from prohibited location.