How to avoid running a residential proxy (especially on Android phones)?

How can one avoid unintentionally running one of these proxies? It's easy enough on a desktop/laptop to just check for unexpected network usage (and I doubt Linux machines are a common target of these Trojans, not to mention the fact that most Linux users get software mostly or entirely from distro repos), but for those who use proprietary apps on smartphones (Android, in my case), where it's not always as easy to monitor network usage, is there a way to scan installed apps for these malicious SDKs?