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The easiest way to do this might be to set up an OpenVPN server on your droplet and set it up to listen on a port that is not blocked on your network. This way you wouldn’t have to do anything extra and could just open the openvpn client and establish a connection. Then all your communications would be routed through your droplet.
We’ve also just published an article on setting up a SOCKS proxy! https://www.digitalocean.com/community/tutorials/how-to-route-web-traffic-securely-without-a-vpn-using-a-socks-tunnel