I do not think that there are any legitimate and regulated casinos which are VPN friendly. And as others in this thread have already written; any casino can change their TOS at any time and you would probably be caught unaware. It is a better idea to rather not use a VPN.
It has something to do with laws that the casinos have to follow. AML is a big one. Otherwise any casino could launder money from some anonymous people at any time. That would not work.