Most casinos are not VPN friendly then if the gambler will have to be punished in some way or the other for using a VPN as regards to kyc or any other thing, the only casinos we can truly say are VPN friendly are the ones that clearly state in their terms and conditions that VPN is allowed on the casino, and if we are to start looking, it's but few number of casinos that have that included in their terms and conditions.
Reading FAQs and ToS is very first step to understand about terms on a platform including casinos and knowing about what are allowed, what are not allowed so that you will be knowledgeable enough about that platform for avoiding activities which are not accepted by their company.
VPN is allowed by casino, if you read it in FAQ or ToS, that is good but it's not enough.
You must find their list of restricted nations, areas and make sure you bookmark that list somewhere for use in future. When you turn on VPN, make sure you avoid those restricted nations because if you log in and use your account with IP addresses from restricted nations, their tools can terminate your account. You can claim it back but account termination is never comfortable experience.