Setting up a signature is an option that might work for these types of programs, but it would be only a temporary solution. Sadly, students seem to always figure out a way to continue to bypass our firewall. I would suggest your organization provided a ticket system to allow your students to request the usage of certain websites or applications. Generally, students will try to access a site(such as youtube.com, which is commonly used for entertainment, research and studies), and are often annoyed that it is blocked, leaving them to attempt other methods that could put their device and your network at risk. Figuring out what sites students would prefer unblocked and if the application is not considered harmful, this allows students to turn to these methods rather than trying to "bypass" the restrictions. If you are concerned about students using certain sites for malicious purposes, you can include the rights and limitations of the specific type in your organization's Acceptable Use Policy.
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