IMO the best way to ensure that traffic always goes through a VPN is to use network namespaces. The wireguard website has an article describing the process. In a nutshell, you create a dedicated namespace to put the physical interface in, create the wireguard interface in that namespace, then move the wireguard interface to the root (“normal”) namespace. That way the only way to get traffic out without the VPN is to run a program in that dedicated namespace.