So finally I succeeded by removing the bridge interface (which was useless here) and I directly configured my eth0 and then I have configured my zones as follow:
config zone 'vpn'
option name 'vpn'
list subnet '10.0.0.0/24'
option input 'ACCEPT'
option output 'ACCEPT'
option forward 'ACCEPT'
config zone 'lan'
option name 'lan'
list subnet '192.168.1.0/24'
option input 'ACCEPT'
option output 'ACCEPT'
option forward 'ACCEPT'
config zone 'wan'
option name 'wan'
list subnet '!192.168.1.0/24'
list subnet '!10.0.0.0/24'
option input 'DROP'
option output 'ACCEPT'
option forward 'DROP'