I need to connect to a VNC server but do not have a firewall rule to allow that traffic by default.
I do however have an OpenSSH server running which I can connect to through the firewall. To achieve this I issue the following command on my local mac osx in a terminal window
ssh -L 5900:[internal server IP]:5900 username@my-remote-server-ipaddress
After it prompts for a password I then issue the following in Finder -> Go
vnc://127.0.0.1:5900
Connecting to my self on port 5900 forwards to the remote server, and then on to the internal IP. I can then login to the VNC Server as usual.