Back in Greece with Wind plus non-stop (Ionian islands) and can confirm that Privoxy solves the HTML/XML mangling problem. Firefox 3 on the laptop and the Nokia N810 work fine.
Next problem: why does
http://www.guardian.co.uk give 'Endless redirection of reqests for this address'? (This happened before I used Privoxy and with both Firefox and the N810 which is also a gecko browser.) Something to do with the Wind proxy, I suspect. What's it doing? With Privoxy I can filter & spoof HTTP headers so maybe I can cure this.