OSX Rules to block all (incoming and outgoing) access except the traffic routed through (open)vpn.

vpn.pf.rules

# Options
set block-policy drop
set fingerprints "/etc/pf.os"
set ruleset-optimization basic
set skip on lo0

# Normalization

# Scrub incoming packets
scrub in all no-df

# Queueing

# Translation

# Filtering

# Antispoof
antispoof log quick for { lo0 en0 en2 }

pass out quick on {en0, en1, en2} inet proto udp from any to VPN_SERVER_IP/32 port 1194 keep state
pass out quick on {en0, en1, en2} inet proto tcp from any to VPN_SERVER_IP/32 port 1194 keep state

# Block by default
block in log on {en0, en1, en2}
block out log on {en0, en1, en2}