One student installed a keylogger onto his BYOD laptop (many schools allow kids to bring their own, or use a mediocre school-provided device), and then made up a plausible excuse to hit the firewall (e.g., doing a report on anatomy, but innocuous site was blocked because the word "breast" appears).
Then the student presents the laptop to the teacher, who types in the exception password. Since the keylogger is running, the student can now grant himself exceptions to his heart's content.
The school eventually figured this out. It's not clear how they avoid the situation however; do you tell teachers never to grant exceptions on student-owned devices?