I use vagrant on a seperate machine in a seperate network. The magic of ssh makes it transparent for me, and I feel pretty sure the agents cannot get to stuff that matters.
Exactly the same setup for me. It works great and the whole setup consists of a single Vagrantfile which I maintain via Claude itself. All relevant dotfiles are synced to a folder on the host so e.g. conversations are preserved across reprovisioning of the VM. It's a simple solution, but very flexible.