I don't know what you are mining but I think the best way to deal with this would be to just solo mine. Most likely they are banning IPs to pools correct? But most likely not banning any ETH or BCH or BTC nodes. So if you solo mine then that should be an easy way and you don't need to deal with VPN.
Out of curiosity what country is this? Didn't think government were against miners or Crypto anymore.
Completely agree. Solo mining would be the best solution if you can do that.
I don't know about other countries, but I know that in Venezuela you have to apply for a license to be able to mine crypto legally, and that the government doesn't seem too keen to give new licenses. It is not strictly illegal, but you can't mine legally if you don't have a license, and it seems really hard to get one.