It's unfortunate that there doesn't seem to be a turn-key solution for this at the moment. I'm currently using Squid so I can use web-enabled applications on an older version of OS X, and it's great, but figuring out how to set it up took a solid day of work (partly because their documentation isn't very good), and the result will only work on macOS.

Mitmproxy is much easier to set up, but too heavy for 24/7 use.

Ideally this would be a DDWRT package, or maybe a Raspberry Pi image, all preconfigured and ready to go...