Tooie, I haven't paid for the M-Go subscription, but if I guessed it is applied on the WAN similar to what it was on the RV series of routers. If I am not mistaken what you are asking for is a higher tier of subscription from the Umbrella team. I am doing this now in my company's network and it was a two-step process. The first was to create the policies in the Umbrella portal and the second was creating and applying a policy in the Meraki portal.
Though your ask is reasonable and should be asked, it feels like Cisco would leave a lot of money on the table vs. what they are doing today.