This is currently a feature of Mobile Zone already. I believe we have a ticket with our support team about your issue who will continue to work with you there.
If the VPN 'connect on Demand' is turned off it should be turning back on automatically by itself if this is not occurring I would recommend giving us a call on 1300 398 326 when you have access to the device to do some troubleshooting.
I have the same problem. The kids can easily bypass FZ by turning the VPN off. And the "connect on Demand" rarely reconnects if the kids also disable this. I would love to see FZ introduce a feature where the VPN cannot be turned off as this appears to be a fundamental flaw with the FZ app.
I have tried to contact you on your original ticket regarding this issue, as I do not believe that the app was installed correctly. The VPN should turn on automatically after being disabled.