I have been using Ubuntu (Lubuntu Distro) since 16.04 and have always used a VPN + UFW as a killswitch. It's a very simple thing to do. Especially with the GUFW GUI.
First, you simply deny incoming / outgoing connections by default. Then you allow outgoing on tun0 or whatever your OpenVPN adapter is labeled. This is almost ALWAYS tun0.
Since I ugpraded to tun0 the same rules I have used forever no longer work. Nothing is allowed through, even when I specify to allow traffic through on tun0.
Can anyone else confirm that UFW is not working properly in this aspect in 18.04? It seems to be working fine except it's not playing nice with the tun* adapters.