It took me less then a few minutes after I read the mail to come up with algorithms to implement this thing without compromising my security or privacy. VM. Using an old laptop and remove the wi-fi card. Get a new PC or laptop. Wire whatever I choose on a vlan that goes directly to a VPN server in another country.
However, I still don't like the idea of running an agent on my/a machine. It's a road I feel strongly against going down. But then, I came from a different time, when people still trusted each other and acted in good faith.