As the title suggests I'd like to understand how to route all traffic destined for *.netflix.com through WAN1. The set up is pretty simple so far with all traffic being routed down VPN1. I've had a look around the manual but I can only find how to send traffic for particular IP ranges, not URLs, through another connection.

Any suggestions welcome.

I've not tried it myself, but I noticed the 2860 firmware has a Destination type as Domain Name in the Load-Balance/Route Policy now. Seems that 5 domain names can be added, but I'm not sure if a wildcard (*.) can be used.

Setup a Route Policy for the domains such as neflix.com to go to WAN1. Give it a priority of say 50
Setup/adjust your existing Route Policy which sends all traffic to VPN1. Give it a priority of say 60.

What I would say is that Netflix's content is hosted on Amazon Web Services (AWS). It is very likely the content will not come from a *.netflix.com domain.
Have a look at this which talks about how to block Netflix for suggestions of the domains used. https://community.websense.com/forums/p/2442/8721.aspx