I originally did it via PeakD, by going to an account's interaction menu (the four dots), and then advanced interactions. The easiest way, however, is to do it via Hive Keychain (I use the Android app) by going to the Governance section, and the Proxy tab. The proxy can be set there.
Here's @ura-soul's original post on this topic, which convinced me to use him as a proxy. 😁🙏💚✨🤙