I'm not sure how well this will suit your needs, but there is an alpha of Fiddler for Mac that might work. As far as I know it's run through Mono which isn't fu

I'm not sure how well this will suit your needs, but there is an alpha of Fiddler for Mac that might work. As far as I know it's run through Mono which isn't fully native so it might not be what you're looking for.