The OP post also needs the "VPN active" (ie: an active connection to the VPN server). Having the VPN active does not mean it's routing all your traffic through it, what traffic is routed through it is controlled by your wireguard config/routing table. Having

  AllowedIPs = 10.64.0.1/32

in your wireguard config will only forward traffic bound to 10.64.0.1 (the IP Mullvad uses for their SOCKS5 proxies on wireguard connections) to the VPN server, which more or less achieves the same result as the OP post. You can access the SOCKS proxy without having your whole internet routed through the VPN.