curl | sudo bash

If you would like to manually set port and/or password:

export PORT=8080; export PASSWORD=mypass
curl | sudo --preserve-env bash

This creates self-hosted SOCKS5 server powered by Dante. Supported Linux distributions:

Feel free to send any issues or improvements here.

This is just a basic proxy, very simple to install and use. If you are interested in a more functional and complex soltion, you may check out Streisand Effect.