VPN is generally good thing, but you don't have to use it, you can keep using WinBox directly, if you like it that way. You just need to make sure that when request comes from ISP2, router sends response there. So mark new incoming connections from internet based on interface and then mark routing for response packet, to go back the same way.
If you have no idea how, then check
https://wiki.mikrotik.com/wiki/Manual:PCC. It's primarily about load balancing, so don't blindly copy it, but focus on that I wrote. Important for you are these parts:
/ip firewall mangle
...
add chain=prerouting in-interface=ISP1 connection-mark=no-mark action=mark-connection new-connection-mark=ISP1_conn
add chain=prerouting in-interface=ISP2 connection-mark=no-mark action=mark-connection new-connection-mark=ISP2_conn
...
add chain=output connection-mark=ISP1_conn action=mark-routing new-routing-mark=to_ISP1
add chain=output connection-mark=ISP2_conn action=mark-routing new-routing-mark=to_ISP2
/ip route
add dst-address=0.0.0.0/0 gateway=10.111.0.1 routing-mark=to_ISP1 check-gateway=ping
add dst-address=0.0.0.0/0 gateway=10.112.0.1 routing-mark=to_ISP2 check-gateway=ping