Quick search
shows this (basically setting up some iptables rules).
I ended up doing something different and only wanted certain programs to drop connection if the VPN was lost, but still allow other things to function normally. To do that, I loosely followed
this guide. This allows me to create a vpn user and any programs that are started by that user will only have access through the vpn. Any system connections or connections initiated by other users will function through your normal internet.