I usually use sshuttle. It requires you to be able to SSH into a box with Python that’s behind the NAT, which is usually the router or something already exposed

I usually use sshuttle. It requires you to be able to SSH into a box with Python that’s behind the NAT, which is usually the router or something already exposed through port forwarding. On the client, it then uses iptables or pf to tunnel TCP and UDP through an SSH tunnel. No complicated network setup is required and it is easy to set up limited subnets for tunneling, for example.