Execute sp_WhoIsActive as a query
In general you can run any SP as a query by getting rid of the "CREATE PROCEDURE" part and defining all of the parameters as variables.

For example

CREATE PROCEDURE test (@var1 int, @var2 int) AS
PRINT @var1
PRINT @var2


Would become

DECLARE @var1 int
DECLARE @var2 int
PRINT @var1
PRINT @var2


You might also ask them if it is ok if you create a "DBA" database for code like this and put the SP there.  That way the SP is on the instance and will run correctly, but is still segregated from the rest of their databases.