Welp, that was bound to happen eventually.
Too bad the solid version of this isn’t as easy to implement. Burying algae using open growth pools are probably the best migration method I’ve heard of so far. Brilliant Planet seems to have an effective process.
On a rooted phone, you could edit your /etc/hosts file with a list of blocked domains. Outside of that, I’m not aware of any way to have a filtering app and a VPN app at the same time.
Alternatively, you could try hosting a DNS server that doesn’t resolve the domains you want blocked, like a pihole server. Some VPN apps allow you to use your own DNS and if you’re feeling up for it, there’s apparently even a way to run a local DNS server using dnsmasq on your phone mentioned in this link.