Good question!!!!
Adding to list of things I should research and answer. I don't think the Fedimint protocol supports it by default but I am certain this is on the "roadmap" (meaning I've heard it mentioned before so know people are tracking it).
I'm planning on wrapping Fedimint for Start9 which uses some fun networking tricks to do TOR for things that don't have it implemented, so perhaps I'll land an answer sooner than later.