AsusWRT Merlin has a built-in killswitch that ensures nothing will leak over the WAN connection. While not necessary, it is recommended that you set a static IP address on your devices beforehand.
To activate the killswitch for the VPN connection in AsusWRT Merlin, follow these instructions.
First, log in to your router's web interface. This can be done by entering the IP address of your router into the URL field of your browser. By default, AsusWRT Merlin use 192.168.1.1. The default username and password is admin for both, but it is strongly recommended that you change the username and password.
Navigate to Advanced Settings -> VPN -> OpenVPN Client
On the VPN profile for the VPN connection, make the following changes:
This will ensure that no traffic escapes the VPN connection.