Two things are true and they pull in opposite directions.
ExpressVPN's own Mac app has split tunneling, in the version from their website (the App Store version doesn't). You set each app, IP or subnet to Only VPN or Bypass VPN, and choose what happens to all other apps, so it works both ways. If you're happy in the ExpressVPN app, you already have this.
But you can't use ExpressVPN with a WireGuard-based per-app tool like VPNonly. ExpressVPN's apps default to its own protocol, Lightway, and although they now offer WireGuard too, ExpressVPN doesn't hand out WireGuard config files. There's nothing to import. Tools that route by WireGuard need a config, and ExpressVPN doesn't provide one.
This isn't a knock on ExpressVPN. Its WireGuard support just lives inside its own apps, not in a file you can take elsewhere.
NordVPN · Mullvad · Proton VPN · Surfshark · IVPN · AirVPN · Windscribe · TorGuard · AzireVPN · OVPN · your own server. Or see which Mac VPNs have split tunneling, provider by provider.