It even works with Squid for me:
telnet localhost 3128
Trying ::1...
Connected to localhost.
Escape character is '^]'.
GET
https://www.dokuwiki.org/README HTTP/1.0
Host: www.dokuwiki.org
HTTP/1.0 200 OK
Date: Sat, 28 Jul 2012 11:13:08 GMT
Server: Apache
Last-Modified: Mon, 30 Jan 2012 17:30:23 GMT
ETag: "28b0005-132-4b7c2338909c0"
Accept-Ranges: bytes
Content-Length: 306
Content-Type: text/plain
X-Cache: MISS from rumpel
X-Cache-Lookup: MISS from rumpel:3128
Via: 1.0 rumpel (squid/3.1.20)
Connection: close
All documentation for DokuWiki is available online
at
http://www.dokuwiki.org/
For Installation Instructions see
http://www.dokuwiki.org/install
DokuWiki - 2004-2012 (c) Andreas Gohr <
andi@splitbrain.org>
and the DokuWiki Community
See COPYING and file headers for license info
Connection closed by foreign host.