The best thing I can think of to give the results you desire would be a browser with an ad-blocker, that also allows you to change the ad-blocking host.
This 'host file' can be changed to a list that blocks adult content, gambling, and other content of your choice.
I know that you stated you did not want an additional app, but believe you me, if your browser does not already have this feature, then you need a different browser anyway.
My personal recommendation for a browser would be Lightning.
Lightning (Lightweight web browser) -
https://f-droid.org/packages/acr.browser.lightning
Another method, although more difficult to implement initially, is to use an app called Blokada.
It will use the same type of host file blocking, but will be global- meaning it will be effective over all apps on the device- not just the browser.
Blokada 5 (Block annoying and intrusive ads while browsing or in your favourite apps.) -
https://f-droid.org/packages/org.blokada.fem.fdroid
A bit less difficult to get into is a firewall, that yet again uses the host file system of blocking.
Netguard is a great firewall.
NetGuard (A simple way to block access to the internet per application) -
https://f-droid.org/packages/eu.faircode.netguard
The hostfiles you would need to block adult and other undesired content can be found on github.com
Al of these apps can use the same hostfiles.
The browser approach will work without needing to use the VPN protocol, which makes it by far the easiest to use.