tl;dr: The firewall on the plane allows any traffic to pass on port 53 (to allow for DNS queries) but doesn't do any state inspection or rate limiting so you can do whatever you want on it.
> My roommate spent about an hour setting up a proxy server exposing port 53 using xray 1, and sent me the configuration via WeChat:
An hour!? As opposed to just spinning up an sshd on that port and coming in using ssh -D to establish a local socks proxy?