VPN traffic (Site to Site or Remote Access) is currently accepted by Implied Rules, meaning you cannot use Access Policy or legacy GeoProtection to block VPN access from specific countries.
@Aleksandr_Nosit pointed out to me that DOS Rate Limiting rules can be set by country, which will block all matched traffic (including VPN) before implied rules.
Here are a couple examples (see sk112454 for other possibilities)
Option 1: allow access from specific countries, block the rest
“X.X.X.X” – is gateway external interface IP address:
Bypass rules:
fwaccel dos rate add -a b source cc:EE
fwaccel dos rate add -a b source cc:LV
fwaccel dos rate add -a b source cc:FI
fwaccel dos rate add -a b source cc:SE
fwaccel dos rate add -a b source cc:DK
Block “rest of the world” rule :
fwaccel dos rate add -a d -l a service any source any destination cidr:X.X.X.X/32 pkt-rate 0
Option 2: block specific countries
This will block China while allowing other countries:
fwaccel dos rate add -a d -l a service any source cc:CC destination cidr:X.X.X.X/32 pkt-rate 0