How do block VPN?

How do you block VPN PSIPHON on sophos ?

I am struggling with that

You can use Sophos Application Control to achieve this. On your firewall, go to PROTECT > Applications, then Application Filter. Create a new filter, name it something, then select add Applications to the filter. In the list of Applications, Psiphon Proxy is already defined as an application. Set this to Deny all the time. Then apply this App Control policy to your LAN to WAN firewall rule. Give it a test and in theory, PSIPHONE will now be blocked.

Additionally, you may also try to follow this KBA: https://support.sophos.com/support/s/article/KBA-000007984?language=en_US ^RA