In Android games, most of them are played on full screens. Because of weak or no internet connection on Wi-Fi the phone might switch to mobile data automatically and there is no way to tell when the switch happens. While on full screen this is particularly harder to detect and till you realize, it can be too late.
So to keep things simple, download and install NoRoot Data Firewall from the Play Store on your Android device. The app works on all the devices running Android 4.0 or higher and as the name suggests, root access is not required.
Once you installed, you will see a list of all the apps available on your device. You must tap on both the cellular and Wi-Fi icons and select Allow Connection or you will be asked for confirmation whenever an app is trying to connect to the internet.
A step further, intention to block games’ usage of cellular data, look for them (all your preferably game apps) in the list and tap on the cellular icon next to them. You will get a few options where you need to select Restrict Data.