... should/can I do that on the same server (VPS) that Cloudron is running on? Or use a separate server and use the Add App Proxy solution?
I would like to try some apps that aren't available on Cloudron. Some have already been requested here in the forum. Some I just want to evaluate.
should=perhaps, leaning more to no
yes, don't install ubuntu desktop and such. Maybe installing some minor tools here and there is OK, but bringing in a whole bunch of other packages is completely untested territory.
It's long but I want to read
It is your server you can do what you want.
Generally not advised to do such stuff since Cloudron does do a lot of management in the background which you could disturb.
If you just want to test out some apps, I would take a cheap VPS which is billed by the minute and test it there.
The instructions make it clear to install it on a clean VPS... so why add non-Cloudron stuff? The reason is not "control", as in Cloudron wants to control what you do with your VPS. That line of thinking is like saying, "Hey, this is MY laptop and I want to use it in the swimming pool to keep cool." The laptop manufacturer isn't going to stop you from doing what ever you want to do with your laptop, but if you want it to work, then follow the instructions!
Plus, if someone goes ahead and starts adding this, or testing that, and something will break, then they are going to come here and, at best, ask for help and take up time from actual legit problems, or at worst just complain how Cloudron doesn't work.
Clean VPS for installation. Keep it Clean for continued functioning.