This guide uses mtg because it looks like the most easy and foolproof option.
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Create a VM/VPS
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(Optional) Create a DNS A record
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Install Docker CE
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Generate a shared secret
$ docker run --rm nineseconds/mtg:2 generate-secret <DOMAIN> 7p9VGZu2jopBL2SCfSNAdeZtdGcuY2Vkd2FyZHMueHl6
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Create
mtg.toml
which looks like the following:secret = "<SECRET>" bind-to = "0.0.0.0:3128"
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(Optional) Generate access links
docker run --rm -v $PWD/mtg.toml:/config.toml nineseconds/mtg:2 access /config.toml
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Start the server
docker run --rm --name mtg -p 3128:3128 -v $PWD/mtg.toml:/config.toml -d nineseconds/mtg:2 run /config.toml
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Open Telegram and enter the proxy settings under
Settings > Data and Storage > Proxy Settings