Battleping VPN for 1 particular game.

Is there a way for battleping to only carry out the VPN service on only 1 particular game/programme?

I want to play my steam account game (dota2, csgo) normally but not using VPN.
And use my VPN on another game which is located in NA. Note that this game is not from steam. I'm also from SEA.

Thanks for the replies!