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Filtering traffic from SSL VPN (not split tunnel), Sophos XG

Hi everyone,
I don't know if this is a dumb question, but it's been a long day. I want to apply a web policy to the SSL VPN users but I don't know what firewall rule to apply it to. Is just LAN to WAN good enough? Or do I need a VPN to WAN?

Our SSL VPN is not split tunnel and we want to make sure it has the same web protections as the regular LAN users.

Thanks in advance.

[edited by: coper andr at 11:00 AM (GMT -8) on 17 Jan 2021]