WireGuard is now even part of the Linux kernel. The protocol and the reference implementation are fully open source, you can just download a WG profile from your provider and you won't even have to use their application.
On the pros, some offer DNS blocking
You can also set that up without a VPN, or independently of your VPN. The standard WireGuard client doesn't interfere with your DNS setup.
You can use this FOSS tool to automatically claim those games.
https://github.com/vogler/free-games-claimer
Some even work pretty well on Linux using the Heroic Launcher.