Regex in allow and deny list and logs search

I'd like to be able to use regex in the allow and deny list.

For example, I want to block any VPN websites so that VPNs not already blocked cannot be accessed and used.  But it's impossible to know every website used for VPN.  So one quick way to block them would be any website with the word VPN in it.

With Regular Expression, I could formulate this and catch anything with VPN in it:

.*vpn.*

This same theory could apply to log searches where I want to find anything manually that matches a regex search.