Is it possible to know is someone connected to my Wi-Fi network is using a VPN and block their connection?
From the description, you may have quite a task if you want to try stopping authorized users from using VPN or encrypted proxy services from bypassing a blacklist and your router doesn't support Deep Packet Inspection.
If you control and monitor everything, you could try locking down the network with only certain ports (80 and 443 and whatever particular necessities are requested) are usable by clients. You can redirect all traffic through a proxy that supports a particular certificate that users' computers must accept, so you can essentially MITM the SSL traffic for websites. You can monitor bandwidth use and flag anomalous or excessive use. You can also throttle certain ports and connections.
I'd recommend not doing that, though, as it's going to be a huge amount of false alerts and headaches for you and your users that will probably foster resentment and incentivize them to abuse your network.
In a comment you said that users are bypassing by using the cellphone...in that case they're bypassing your network altogether.
At the end of the day I'd try to alleviate the issue by checking if your routers support deep packet inspection and block websites that offer proxy connections (not the same as VPN, but still helps people cheat block lists.) If you have a lot of time on your hands you could work on a system that monitors connected IP's on the egress points and tries to reverse-lookup to see if they are known VPN sites. I doubt you'll fully stop the problem without getting snapshots on the clients of what websites people are actually visiting...and that still depends on what amount of control you have on the client.