Building images is easy enough. It’s pretty similar to how you’d install or compile software directly on the host. Just write a Dockerfile that runs the hide.me install script. I found this repo and image which may work for you as is or as a starting point.
When you run the image as a container you can set it up as the network gateway, just find a tutorial on how to set up a Wireguard container and replace Wireguard with your hide.me container.
In terms of kill switches you’d have to see how other people have done it, but it’s not impossible.