In case anyone is interested in what it takes to deploy this....
I setup tinyproxy on a ubuntu VM. Followed instructions like here: https://www.justinmccandless.com/post/set-up-tinyproxy-in-ubuntu/ - you can litterally follow any instructions for the TinyProxy setup, this is probably a older guide. The important part is by default, with a proper ACL list, the proxy works out of the box with EPMP.
Ubuntu cannot bind a outgoing interface, if you are using multiple so don't bother trying. I am allowing every AP individually in the ACL, and then further firewalling with UFW for things facing my management network.
It worked with the default configuration. Consider doing a catch all ACL until you make sure it's working. This setup, once it's figured out is pretty quick to deploy. It appears that the EPMP radio makes use of the CONNECT method for HTTPs through a proxy.
Tinyproxy was far easier to get going for me then squid, YMMV.
Joe