If you restricted some countries then the users of those countries can join your website using VPN. But the problem will arise when you force a user to complete kyc, how to approve his document? I think it needs a detailed instruction that players from restricted countries can complete kyc without any problem, as it gives confidence to gamblers that they don't get into trouble with Kyc excuses in the future.
Once they found someone made big winning, they would definitely find out a reason to confiscate the winning; that's the most common happening with every casino. It's a trap TBH. Using VPN should either be restricted or no KYC.