Hi.
You can configure your VPN to exclude specific apps from the VPN tunnel. However, the exact steps depend on the VPN client you are using. You mentioned that you are setting up the VPN manually, so I assume you are not using a VPN client. In that case, you can configure split-tunneling on an app-exclusion basis by using a network filter appliance. You can deploy a network filter appliance in your virtual network and configure it to exclude specific apps from the VPN tunnel.
Hope the information is helpful.
Best Regards,
Hania Lian
============================================
If the Answer is helpful, please click "Accept Answer" and upvote it.