As another user posted, how strict the firewall is depends on where you are (and if there are any special events). I heard that Wireguard doesn't work because of deep packet inspeciton, but I was able to use Tailscale to my home network without problems when I was there last year. I also set up a xray vless-reality proxy on a VPS and Outline servers on Google cloud and those worked too.
But the easiest method is to buy an HK eSIM for roaming (I used 3HK). I bought a month of LetsVPN but they booted me from the service for some random reason, so I changed to Mullvad which also worked too.
The docker compose file worked great for me.