You need to directly manipulate the Network Manager config files.
Start by copying the file for the profile you want to duplicate:
$ cd /etc/NetworkManager/system-connections
My Wifi Connection My VPN Some Other Connection
$ sudo cp "My Wifi Connection" "My Wifi Connection 2"
You need to change a few things in the new config file for it to work properly. Firstly, the name. If you look inside the config file (you need
sudo for this), you'll see it starts with something like:
id=My Wifi Connection
Edit the file (with
sudoedit) to change the name to something different eg. "My Wifi Connection 2" or whatever makes it special eg. "My Wifi Connection (special DNS)".
Secondly, it needs a distinct UUID. The problem is, since you just copied this, the "unique" identifier is shared by two connections. Generate a new UUID like so:
$ sudo apt install uuid
...and replace the UUID in the new config file with this.
Restart Network Manager so it sees the new config:
$ sudo systemctl restart NetworkManager
Now for using it — you'll need to change connections via the command line, because Gnome doesn't this situation.
To turn off your existing connection, do:
$ sudo nmcli connection down "My Wifi Connection"
To turn on the new connection, do:
$ sudo nmcli connection up "My Wifi Connection 2"
If you named the connection inside the config file something different from the filename, use the name inside the config file.