Did you think this through at all? It's more dangerous than you think. First, Brazil is only trying to make them more accountable in terms of security, inflow/outflow and tax payments, which are very good and productive for the country. And of course, some might later cooperate with the government, but others that are international and are doing so well may never oblige them.

However, it is better for Brazilians to just quit those casinos immediately and patronise the local ones in order to cooperate with their government. The use of a VPN might put them in trouble and cause their accounts to be locked and their money seized.