This looks trap, if casinos do that trick, better to avoid them and to do not register and play even 1 cent. I don't know why they bypass it on the beginning, if the user breaks the rules of VPN, it's better to ban him at the beginning before continuing to make any big winnings. I still don't know the rules of DNS, because I never heard the specific rule about that.
DNS is far better rather than using VPN. im using DNS too. DNS is not the same like VPN. Using VPN means if you are hiding your real IP address and when you are using DNS and you doesn't hide your IP adress but the site who has been blocked will be translated into the algorithmic. Your computer would able to process it as long as you were using the safe DNS. I think that your browser has some DNS available. It can be changed easily.