Why would an employer looking to fire you care about plausible deniability? Even if your setup worked technically, if the traffic traced back to you then you'd probably find yourself fired under these circumstances regardless.
[0] Even with GDPR and similar legislation all they need is a valid business reason and they can keep my PII.
You mean you had to currently be working there, rather than formerly? I thought this lawsuit was about people who had already left Zuru, but I may have misread the article.