I installed this Firefox add-on to make clicking the "Follow" button on external servers slightly less of a pain. You need to set your handle in the preferences. I also checked the no-pop-up option. You still need to click a couple extra times compared to following from your own server (Are you sure? something like that). Works for me. Thanks @rugk !
Images below show screen caps of the preferences and changed dialog.

@kristinmbranson @rugk When you're on an external page on someone's profile page, you can copy the URL and paste it in your own Mastodon interface's search bar. Then you can follow easily from the convenience of your own environment.