Perform a Nessus scan via port forwarding rules only

This post will be a bit different from the usual technical stuff, mostly because I was not able to find any reliable solution on Internet and I would like to help other people having the same doubt/question, it's nothing advanced, it's just something useful that I didn't see posted before. During a recent engagement I found myself in a strange network position. I had to perform a Nessus credentialed and patch checks on some Windows server, I was in a vLAN...