Ethernet tunnel - acces internet from internet :-)

Dear friends, please, can you help me? I need create application, which will be connected to internet after NAT. I need connect to this application from remote computer from internet and access to web pages on internet from this arduino and his IP.

My idea is create TCP tunnel. Arduino behind NAT will made connection to some server on the internet and will wait for my commands. When I connect from my PC to this server, I will send to arduino for example "GET" and arduino access this site, or IP adress and resend me answer from web server to my PC.

For access arduino to internet i plan use ethernet shield, or ESP8266. Please, can you help me, how can I make this?

Many thanks, P.