What I do is that I have a firewall always set up so that all connections are blocked, except connections to the one VPN IP entry point that I'm using. When VPN

What I do is that I have a firewall always set up so that all connections are blocked, except connections to the one VPN IP entry point that I'm using. When VPN connection goes down, my internet goes down. Coincidentally, this also solves the problem of DNS leaks.