You can't associate the VPN w/ an application directly. All you can do is associate the VPN w/ either a source IP (via policy based routing rules) or destination IP (via static routes). IOW, only *indirectly*, by determining what source and/or destination IP(s) are in use by the given application and creating the relevant rules and/or static routes accordingly.
If you implement your own policy based routing rather than using the GUI, you do gain a bit more flexibility. You could use other criteria besides source IP (source and/or destination ports, protocol (e.g. udp vs. tcp), network interface, etc.). And that can sometimes help a bit. But the fact remains; you still can't make a direct association between the VPN and a specific app.