I asked DNSThingy Support (the people behind Gateway Management) and they have said:

Here is the article we share on how to block Psiphon.
https://community.adamnet.works/hc/en-us/articles/360010803974-How-to-block-Psiphon

A business subscription is required for the DTTS (Don't Talk to Strangers) feature. Psiphon can be blocked on a blacklist (block the bad) as well as a whitelist (allow only the good), however, the blacklist always requires upkeep (continual adding of domains used to host the service) where a whitelist does not. So a allow only the good scenario is the ultimate way to go

It does look like a GM Business is needed.

It'd be nice if the guys at eGloo could rig something up for psiphon and other VPN tunneling apps in their Netify application and/or protocol filters. Maybe ClearOS could request that from them?

Nick Howitt wrote:

If you are using the Proxy in Transparent mode, then you have no chance as it only intercepts traffic to TCP port 80. At a minimum you'd need to use a non-transparent mode - either Authenticated or non-Authenticated. Either mean you have to change people's browser settings or set up Web Proxy Auto-Discovery.

You could try the protocol filter in the Proxy and VPN sections, but I have a feeling the OpenVPN filter only blocks traffic on UDP:1194 and many VPN providers use other ports.

Ultimately the more powerful tool is Gateway Management but that has a cost attached. It also has the benefit of being much lighter on resources.

Could you give me more information on how to block it using Gateway Management please.

If you are using the Proxy in Transparent mode, then you have no chance as it only intercepts traffic to TCP port 80. At a minimum you'd need to use a non-transparent mode - either Authenticated or non-Authenticated. Either mean you have to change people's browser settings or set up Web Proxy Auto-Discovery.

You could try the protocol filter in the Proxy and VPN sections, but I have a feeling the OpenVPN filter only blocks traffic on UDP:1194 and many VPN providers use other ports.

Ultimately the more powerful tool is Gateway Management but that has a cost attached. It also has the benefit of being much lighter on resources.