I would never do something like that, because the casino will see it right away, because they have long since learned to determine what IP address a person has entered. I don't know how this technology works, but they will really immediately determine whether a VPN is enabled or whether the IP address is clean. And unscrupulous casinos may not immediately call for a block, but wait until such a gambler starts losing, and in that rare moment when he wins and wants to withdraw money, they will immediately block him at that moment. And he will not prove anything against the casino.
Of course they'll eventually notice it, but there are casinos that don't catch it right away, meaning you still have time to enjoy using a VPN. As long as you know how to manage the risk it shouldn’t be a big problem. If a casino bans you, you can just switch to another one, especially those that don’t require KYC. There are still plenty of options out there.
Cheapest and easiet way to get scammed this days through casinos is to depend totally on casinos that don't require kyc, most of the scammers around have seen how most gamblers hate kyc, and because most big and legitimate casinos require this due to their licenses and regulations, scammer seize this opportunity to create alternative casinos where kyc is not required and will only operate for a very short time, they believe gamblers will always troop to use this casinos, specially the ones who hate kyc.
So, gamblers who are choosing to play on casinos where kyc is not required need to be very careful, most especially with the new casinos in this category.
And speaking of VPN, premium VPN are the best to use for gambling on casinos, this ones have dedicated ip address and it will hard for the casino to notice you are playing using a VPN.