To install tinyproxy to your VM so it can be used as a proxy server, type the following commands.
sudo apt update;
sudo apt-get install tinyproxy -y;
string_to_replace='#Allow 192.168.0.0/16';
# Replace 11.111.111.111 with your ip
new_string='Allow 11.111.111.111';
sed -i "s:$string_to_replace:$new_string:g" /etc/tinyproxy/tinyproxy.conf;
sudo /etc/init.d/tinyproxy restart;