Access specific site w/o vpn but not have to turn off vpn

Sites like Kroger are regional marketers so products, prices, and coupons can vary by local store according to the region the store is in. Kroger blocks Vpn usage to more easily both track and provide correct data for customer's local store, as in coupon clipping for local store purchase. I'm not suggesting they must operate this way, but given they do - is there an option to allow selected sites to connect directly w/o the Vpn while keeping the Norton Vpn turned on for all other sites?