So I have seen this question asked a few times, mostly by frustrated parents, about how to keep their kids from bypassing OpenDNS parental or custom settings on the network with the use of VPN apps. Super Users such as Rotblitz have made very clear that OpenDNS has certain limitations when it comes to app-based VPN configurations, even when proxy/VPN bypass is being filtered through OpenDNS.
I have found a helpful solution. First and foremost, set your network OpenDNS settings appropriately to filter your network as you see fit. But on mobile devices, I discovered an app called BlockSite which does a phenomenal job in conjunction with OpenDNS to help prevent the bypass of VPN apps as well as enforcing network integrity so far as a filter goes. It has code or pattern protection as well as uninstallation prevention through admin settings. It even works when a VPN is on and connected to the network OR when you are connected to data. You can block additional specific sites, however it has a very good database. Using it with OpenDNS family filter settings should make it very difficult for them to get around it. The paid version is $30 a year for multiple devices.
The main benefit here is the app is installed on the mobile device instead relying purely on network configurations. It is a bit like K9 Web Protection used to be for PC's . I recommend giving it a shot with the understanding that generally speaking, there's no perfect filtration system. The idea is to make it harder to bypass so long as they are living under your roof. I hope this helps someone out.
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