This is precisely why I run a custom fork of CLIProxyAPI on a private railway server for all my agentic coding. The OG version is indispensable already and has XAI Oauth support, so you can use your subscription to call Grok from any Anthropic OR OpenAI compatible client (Claude Code, Pi, Codex, you name it). To be honest, though, I am bummed, as I do really like the grok build client. The TUI is great in the ways that matter without going out of its way to make it clear that "I'M A MID-LATE 2020s TUI LOOK AT ALL THE NOT USUAL STUFF YOU CAN DO WITH ME".
Grok aside, this has become an increasingly large concern of mine, especially now that I've expanded my usual provider rotation beyond the big 2. Out of arguably reasonable paranoia, I recently bolstered my own personal CLIProxyAPI fork to use an algo similar to gitleaks/betterleaks to, on the fly, scan the incoming (i.e. from my coding agent) stream for any secrets that may have been transmitted from disk, replace them with a unique identifier, send that off to the upstream provider, and then replace the secret (mapped to that identifier in memory, encrypted and with TTL) before sending any response back. That way, if the "secret" is either not really a secret and/or truly is needed in whatever tool call or response, the replacement is seamless to the client but the provider never sees your code.
No, it's not foolproof: it can't prevent some upstream actor from, say, using the on-disk key to your secret in a rogue tool call that uploads it from your device directly to an endpoint of theirs, but the low-hanging fruit like this is, IMO, the equivalent of not leaving all your windows open when you're naked. Virtually no downside or inconvenience to you, gets probably 3-4 9s of cases where someone would be inclined to see something they shouldn't because it's that easy.
The alternative is literally having to approve every read request (is this even a thing now?) and spend the mental energy ensuring that each and every file could not possibly contain a secret. I'd rather just code by hand at that point.