How can the proxy address be made as the ONLY point of access to MySQL server for specific user?

Question

As we know mysql-proxy can be used as make a proxy address for MySQL server and also to change any query or results using lua script.

My question is how can I make the proxy address as the ONLY point of access to MySQL server and so if a client tries to communicate with server directly gets a ACCESS DENIED. i.e

authentication fail if direct access and success if through proxy.

Is it possible to do so only using MYSQL server and mysql-proxy or I MUST go for some third part software?

Thank You