I think it actually depends, as different countries has different gambling rules for its citizens, whereas, some casinos has its own blacklisted regions for reasons best known to them alone, while some casinos allow the use of VPN, whereas others don't. So if you live in a country where gambling is not allow, then i think the best solution is to search for general casinos which allows the use of vpn, as this is kind of risky sometimes if you open an account with the wrong casino which could lead to frozen of fund or termination of accont. So it's advisable to kindly DYOR.