Well if you really wanted to get around it you still could. The easiest would be to purchase a router/standalone device which can send all traffic over a VPN then connect your console to that and your router to the network. Another solution would be to install a VPN client on a computer, then purchase a second NIC and plug your console into that and share the connection. And since fewer people have PCs this day, a solution you could probably implement without doing anything other than setting up the VPN is to setup the VPN client on a laptop, connect your laptop to the wifi, then bridge your wifi adapter with your ethernet and plug your console into the laptop.
If you are comfortable with a bit of advanced networking I would get a Miktrotik RB750GL and use that to forward all traffic over a VPN service such as HideMyAss or Overplay, the beauty of the RB750GL is that you can technically tell it to only forward traffic coming from the console over the VPN connection. An easier solution would be to use a DD-WRT router (self-configured or purchased from flashrouters), but I don't know if you can mark specific packets with it to specify to go through the VPN, you can definitely forward all traffic over a VPN with it however.