Is there a way to set up a split tunnel VPN on Windows 10 Mobile?

[Windows Central Question]

I'm currently setting up a VPN connection from my phone to a non-work server and in hoping to prevent destroying my available server bandwidth I'd like to set up a split-tunnel for my phone. While there seems to be documentation stating that it is possible using MDM, there doesn't seem to be a way to set it up without MDM. Is there any way to set it up without MDM?