To block proxy avoidance sites on your Meraki MX, start by enabling content filtering under Security & SD-WAN > Content Filtering and blocking the Anonymizer category. You can also manually block specific proxy site domains by adding them to Blocked URL Patterns.
In Firewall > Layer 7 Rules, set up rules to block VPN and proxy applications. For extra protection, enable IDS/IPS in Threat Protection with the "Balanced" or "Security" setting.
Keep an eye on network traffic in the Clients page to identify any proxy usage and adjust your filters as needed.
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