Check the documentation. https://documentation.meraki.com/MX/Content_Filtering_and_Threat_Protection/URL_Block_List_and_Allow_List_Patterns
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No reality, you can use the anyconnect to manage your wifi connection. Take look at this https://community.cisco.com/t5/wireless-mobility-knowledge-base/anyconnect-secure-mobility-client-3-0-network-access-manager-amp/ta-p/3123926
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You can use Site-to-site VPN Firewall Rules. https://documentation.meraki.com/MX/Site-to-site_VPN/Site-to-site_VPN_Firewall_Rule_Behavior
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