I have a simple Python script with a function for each step. When called with no arg it runs everything; this way I can trivially run a full CI build on my laptop.

You can also call individual steps, which I do from a Jenkinsfile. This way you can still see a nice pipeline woth different steps.

All this runs in Docker. This is integrated almost properly with Gitea (only thing missing is an icon in Gitea on success/failure).

Jenkins is fine behind the firewall. Its not terribly elegant but its very flexible.