You are correct that DLP policies cannot be used with user based policy assignment rules. However, DLP rules can still be assigned by user. Each rule has an "End-user" option located in the "Condition" tab. The attached screenshot shows an example within a Web Protection rule.
In order to use the end-user groups options, you must first create an end-user definition within the DLP policy manager. These can be created under DLP Policy Manager > Definitions > End-user Groups in ePO. These definitions can be created based on Active Directory Groups, individual users or a mix of both. A registered LDAP server is required in order to create these definitions. Once the definition has been created, it will be available as an option when selecting one of the end-user groups options within the rule.
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