Hi @amaretto, sorry we do not currently have this feature built into DevKinsta but you can request easy Reverse Proxy setup/configuration here.
The process would involve you editing the NGINX configuration for your main site and blog site similar to this configuration. The problem here, though, is that your configuration changes will be lost every time the NGINX server is restarted. If you still want to look into reconfiguration NGINX configuration, we have an explanation here.
Please let us know if you have any other questions!