Ubuntu – Simple and easy way to bypass blocked sites

First block direct access to port 80 for all except root and squid. (root needs it to get updates for your system). (I'm assuming squid runs as user proxy - edit as appropriate).

iptables -A OUTPUT -m owner --uid-owner root -j ACCEPT
iptables -A OUTPUT -m owner --uid-owner proxy -j ACCEPT
iptables -A OUTPUT -p tcp --dport 80 -j DROP

Then you can set up firefox to use squid as a proxy as normal. If your friends change the settings then they will be blocked.

Note that squid can't proxy https traffic, so I haven't put those details in these rules. If you want to do only filtering with no proxying or caching, then you could use DansGuardian. This is a guide to using dansguardian with some users excluded from the filtering. The guide will mean that https (port 443) will be filtered by DansGuardian, as well as http (port 80).

WARNING:

You will be hard-pressed to find good free proxy and VPN services. That's because at its core, no free service can truly be free. In one form or another there will always be some form of a business model behind it. And in the case of free proxy networks and VPNs the provider's income might fully well depend on selling your data to third parties. So please be wary when using the services below.

You could use a free VPN service. It's pretty easy to set up:

• Open Network Manager – From the desktop click on the Network Manager icon in the top right hand corner, click on VPN Connections and
  Configure VPN. If you can’t see the Network Manager icon, you can
  open network manager by clicking on System > Preferences > Network
  Configuration and then click on the VPN tab.

• Add VPN connection – When the VPN Connection window is displayed, click on Add to create the new connection.

• Choose the connection type – Ensure the connection type is PPTP and click Create. Enter VPN Account Details – For gateway enter
  “xx.justfreevpn.com” as the VPN server name. In the Connection name
  field, enter “xx.justfreevpn.com” as the new connection name. Enter
  VPN username and VPN password too.

• Advanced Settings – Select both MSCHAP and MSCHAPv2 options. Check the box labeled Use Point to Point encryption (MPPE) and then click
  OK. Click OK again to save the VPN connection.

• Connect to the VPN – Now start the VPN connection by clicking on the Network Manager Icon again, select VPN Connections and click on the new connection you have created.

• You’re connected! – The Network Manager icon should now have a little padlock icon on it to indicate that the VPN is now connected.

Source: JustFreeVPN | Setup Howto (archived)

A comparison of paid VPN services and their privacy policies may be found at:
Which VPN Providers Really Take Anonymity Seriously in 2020? | TorrentFreak