Circumventing your company's implemented VPN policy may have non-technological consequences. I know that in my old place, this would have led to at best a meeting without coffee.

Also, if you haven't got admin rights, you're SOL.

Don't do this. Don't do it, and then don't do it some more.

Plug the printer in via USB if you need it.

If I were the company infosec guy, and I got so much as a sniff that an end-user was compromising their VPN connection in this way, I'd raise a serious security incident immediately, and be having my boss speak to their boss as a matter of urgency.

You're basically exposing the company network, which has a security stance that they're happy with (for whatever value of "happy" you care to choose) to your network, which is completely unknown to them. This is unacceptable.