Rowlf

A less complicated method that I used for years:

• Install SimpleSSHD on your phone
• If you’re running Windows, install PuTTY on your PC
• Connect to SimpleSSHD through PuTTY/ssh and set a parameter for dynamic forwarding (CLI option is -D 8888)
• Set your web browser or application to use SOCKS5 proxy at localhost port 8888

It doesn’t redirect all traffic (you’d want to avoid system updates, for example) but might be easier than messing with iptables.