To answer your question the only method that would not attract that much attention would be multiple chained SSH forwards through an Iranian VPS provider to a non Iranian VPS provider. One could look up articles on how to chain SSH connections and use the final connection as your web proxy (or VPN). It is not very fast and not optimal for playing a game unless it is a text or curses based game. This method will however work fine for reaching external email servers, chat servers and forums that do not block VPS providers. If you have a friend outside of Iran they could be the final SSH forward so you egress from a residential IP.
Hopefully they did not ask you for money or better, hopefully this is a 4chan LARP. Have you met this person in real life? We can only hope that Iran's totalitarian regime is ousted and returns to its constitutional monarchy and former greatness.