Hey Clayton,
Connor here from Meraki Support. Try changing the adaptor metric in the settings pane also. You can get to it by navigating to:
Control Panel > Network and Sharing Centre > Change Adapter Settings > *right click the WAN Miniport adapter for the VPN* > Properties > Networking > IPv4 > Properties > Advanced > *untick Automatic Metric* and set it to 1
The screenshot is from Windows 7 (throwback) but it's the same method for Windows 10. This usually gets around Windows wanting to use the Ethernet/WLAN adapter's DNS settings, like you said for macOS ticking "Use VPN for all traffic" (not exact quote) also solves this.
All the best!
Kind regards,
--
Connor Loughlin
Network Support Engineer
EMEA 🇬🇧
.:|:.:|:. Cisco Meraki