You will need to have your mac connected to the internet via a cable (so that the other device can connect via the wireless). You will also need to setup the VanishedVPN client using these instructions, and make sure it is working.
1) Right click the apple icon at the top of the screen, and select system preferences
In the Sharing menu, select Internet Sharing from the left panel. The Internet Sharing options will appear on the right side of the screen. Set the following settings:
Share your connection from: [the VPN connection you just created]
To computers using: check the box for Wi-Fi
Select Wi-Fi Options…, and enter the following details:
Network Name: [choose a network name]
Channel: [leave as default]
Security: WPA2 Personal
Password: [choose a password]
Verify: [re-enter your password]
Then click OK.
Anyone wishing to connect their device to your VPN network will need the password you’ve just set.
Start Internet Sharing
On the Sharing menu, check the box next to Internet Sharing.
You will see a prompt asking you to turn on Internet sharing. Click Start.
When Internet Sharing has been activated, a green light will appear next to the text: “Internet Sharing: On”.
Next , connect to your VPN client.
In the top menu bar , you should now see a timer icon (indicating the VPN is connected) and the wireless icon will change as shown below.
Finally , go to the other device (Playstation, Xbox, ATV, Smart TV), and connect to the wireless connection that you just set up using the password that you set.
You are now connected over the VPN that is being shared on your Mac, and you should be able to access unblocked content.