When I rented a furnished apartment in Saigon back in 2008, there was an ethernet cable on the table and a piece of paper in English that said "Do not visit websites of anti-government propaganda, or pornography, or news such as the New York Times."
Naturally, as the police held my passport for the entire year I was in Vietnam, I was cautious. But after a few days, I just went ahead and openly browsed the NYT for a few minutes. My internet was shut off for about 3 hours. The next time I did it, it was shut off for 24 hours, and then I knew it wasn't a glitch. It wasn't exactly immediate, either; it took a few minutes. I was pretty sure there was a semi-dedicated person assigned to watch my traffic.
That wasn't over a VPN. I wanted them to see my traffic. But I knew running over a VPN would just raise suspicion. When I opened up VPNs to check email after that, I did it from cafes, and I did it in short spurts.