Yes, my client doesn't support split tunnelling or per application control but there is a simple way to add it.
Proxifier allows per application routing through a SOCKS proxy(it also allows SSH but most providers don't offer SSH/SOCKS). So what we need is a SOCKS proxy Proxifier can use that will send traffic over a VPN. Here's how you do it, it's quick and easy.
Boot up a virtual machine running Linux e.g. Ubuntu. Go to the terminal and use SSH to create an instant SOCKS proxy on the virtual machine's network interface e.g. if your bridged network interface is 192.168.1.212 type this at the terminal -
Code:
ssh -D 192.168.1.212:1080 192.168.1.212
That will start a SOCKS proxy on the VM's network interface(I'd advise dropping the Ubuntu firewall with - sudo ufw disable - just while you get things working).
Now inside the VM connect to one of your provider's VPN servers(you can use openvpn and a config file if they don't have a special Linux client).
At this stage you now have a virtual machine connected to a VPN and providing a SOCKS proxy on its bridged network interface i.e. port 1080 on 192.168.1.212 in this example.
So now all you have to do is run Proxifier, tell it there's a SOCKS proxy on 192.168.1.212:1080 and just select what apps you want to use that proxy.
You can of course script all this so your VM starts at boot and connects automatically ...
This technique is basically just two short command lines, ssh proxy, and run VPN client, then run Proxifier - simple, quick, works with any VPN provider(maybe you could have multiple VPNs from your single VM and multiple SOCKS proxies and route different apps to different VPN servers - haven't really looked into it).