Open remote SSH tunnel from Linux machine to EC2 based proxy server.
ssh -N -T -v -i ~/.ssh/mysshkey -R 5500:0.0.0.0:5500 ubuntu@IP.OF.EC2.SERVER
In another terminal launch VNC viewer in listening mode
xtightvncviewer -listen
On Windows machine:
Start VNC service (it may have already started).
Right click on VNC icon in bottom tray.
Choose "Attach Listening Viewer..."
Enter IP of EC2 proxy server.
Once finished,
on Windows machine you might want to shutdown TightVNC and even uninstall it so that it is not accidentally switched on later, and left exposed.
Remember to shut down EC2 server, and terminiate it to avoid uneccesary charges.