I found this amazing article written by user jomo and just made some scripts for self-usage.

First of all, edit files pf.tables/vpnonly-ipv4-hosts-allowed.txt and pf.tables/vpnonly-ipv6-hosts-allowed.txt - and add there addresses of your VPN servers.

Now simply run install script:

sudo ./install.sh

To disable filtering execute:

sudo ./disable.sh

To enable again:

sudo ./enable.sh