You could encapsulate SSL in SSL, so the first SSL layer is decrypted by your "colleagues" but the second one should just flow freely.
The problem here is that (A) SSL is defeated in your corporate network and (B) other protocols are probably blocked, to force you to use the proxy to reach Internet, so you're stuck with SSL.
Disclaimer: We haven't tried these scenarios (defeat SSL sniffing on a corporate network) because it's not the main use of our product and actually, as long as it's legal and ethical you should follow your employer's rules, so bypassing your company's security systems is not our business nor we condone it.
But it's technically interesting.
We do SSL tunnelling to create private networks; unfortunately we don't offer Internet gateways so it's not exactly a VPN tunnel. You could, however, install a proxy or a router inside your private network and use it to route your traffic to Internet through the private network.
My main concern is a Superfish-like situation where a user takes their laptop outside the corp LAN and gets owned because the root cert is vulnerable. Knowing the vendor of the whole system might be enlightening; I'm not sure.
Sounds like a good way to get fired depending on how strict their policies are.
(Clarification: when I said private network I mean in the virtual network created by Wormhole, so probably at your home, bridging between the virtual network and your home's network)