Enable proxy SCOM Agent, Bulk!
Okay, is quite easy to enable agent proxy for single server, but what about you have to enable more than 50 servers ? a bit tiring right ?
So my internet friend Boris Yanushpolsky create a tool that facilitate it so you can bulk enable 
. How to use it ? pretty easy .
Double clict the application, click File > Connect
Type the RMS name, click Connect
There you go, a lot of group appear, click one of it then at the right pane will list all the server, right click the server that you want to proxy enable then choose Enable proxying
You can download ProxySettings. Enjoy! 