hmmm interesting link, i'm going to do some testing on this but my thoughts would be (before testing):
1) If you control proxy, you are MITM type situation and pretty much "All your base belong to us".
(exception being Windows- you could use MSXML2.ServerXMLHTTP activeX object)
While not perfect this could be one more thing to do to move in the right direction. I will look more closely at this when I get some free time (might find use for it)
thank you for the link!!!