While I don't agree with an employer or job site filtering web access, following a two year old blog post on circumventing a client's security measures borders on irresponsible and stupid. You may think of it as only bypassing some web filtering, but by establishing a VPN connection across their border, you've potentially opened their network up to any insecurities in your machine or your EC2 instance with a direct link past their border that your client is completely unaware of.

If you need to perform work on a client site that isn't permitted over their network, you should bring your own connectivity. I carry a cheap cdma modem for that very purpose. Just don't expose your client to additional risks so that you can read SO.