The simplest thing to do in this cases is don't gamble if you know they ban your jurisdiction since whatever angle you see they are really restricting you to access their casino and using VPN is somehow a violation in their terms. So its better to avoid any casino that restrict your access and much better to gamble on the casino which you know that doesn't implement anything cases like that. Also use only a vpn if the casino said they allowed it and if you are not comfortable on the places you are on since sometimes its really helpful.
Its really important to read their TOS so that people would able to know what rules they are need to obey and what are the restrictions implemented so that we will not get surprised for anything negatives that we can imagine to happen and we can avoid to commit possible violation on their casino.
Playing on sites on which you do know that your country is banned and trying out to access via VPN then it would be a dangerous thing.You are really that trying out to violate their terms and once they find you out then locking up your account would be the next. What if you would be having that huge amount inside of that account? for sure you will really be having that huge regret on what happened and because of stubbornness that you do have then it would really be that resulting into disaster and this is why its better to choose up other sites just like on whats those above recommendations on which it is really just that right because if we do consider out on how many sites that we do have today then it would really be impossible that you cant really be able to choose up on where you do fit on.