How to allow individual Vimeo videos in Relay
Vimeo videos have an associated video ID (example below)
Using the ID of the video you would like to allow, add the following in front of it - https://player.vimeo.com/video/ Add the URL to the necessary custom allow list; this will allow the specific Vimeo video.
Repeat this process for additional videos, as desired. This process will only allow access to videos in the custom allow list, and not the entire Vimeo site.