This is from the "right in front of our noses" department. XSEDE has excellent (and pithy) instructions for installing MyProxy and GSI-SSH clients at the bottom of
https://www.xsede.org/accessing-resources ("Command Line GSI-SSH Tools").
https://www.xsede.org/accessing-resources ("Command Line GSI-SSH Tools").
We found these to be the most useful of several different documentation
sources while setting up a VM on the XSEDE gateway hosting system ((https://portal.xsede.org/knowledge-base/-/kb/document/ayfa).