Create my own Proxy

A friend of mine has a very cool setup. He rented a very cheap VServer in Germany, installed a Squid-Proxy and uses (for some cases) this Proxy to bypass some GeoBlockings.
I would like to do the same. But as I am not so fit in Squid and all this network topics I wand to try this in a secures environment within my LAN using my dietpi (with new SD-Card) Only SSH and a Proxy.
Thats the story. And the question is:
As there is no Squid in the “Dietpi-Software”… Should I use apt install squid… or can I use one of the existing Proxys for this purpose. Maximum 5 different user will use this proxy to stream content… The original Vservers are really small: 1 core, 512 MB RAM,
thanks in advance

Theoretically, following should work same on DietPi How To Set Up & Install Squid Proxy Server on Ubuntu 18.04