Take a look at this browser extension: https://adnauseam.io/

As online advertising becomes ever more ubiquitous and unsanctioned, AdNauseam works to complete the cycle by automating ad clicks universally and blindly on behalf of its users. Built atop uBlock Origin, AdNauseam quietly clicks on every blocked ad, registering a visit on ad networks’ databases. As the collected data gathered shows an omnivorous click-stream, user tracking, targeting and surveillance become futile.

How recent is your experience with Mikrotik? How old is the hardware you tried out?

I’m guessing the mass here is from USA. People from EU, where regulations work better, what’s your opinion on this?

What if they make it illegal and jail people whose messages they can’t open?

This. Also, make sure the proxy is proxying websocket traffic as well. I do it with pure nginx like this:

server {
    listen 80;
    server_name example.com;

    location / {
        proxy_pass http://192.168.1.100:8123/;
        proxy_set_header Host $host;
        proxy_set_header X-Real-IP $remote_addr;
        proxy_set_header X-Forwarded-For $proxy_add_x_forwarded_for;
        proxy_set_header X-Forwarded-Proto $scheme;

        # WebSocket support
        proxy_http_version 1.1;
        proxy_set_header Upgrade $http_upgrade;
        proxy_set_header Connection "upgrade";
    }
}