Charles
Charles is an HTTP proxy / HTTP monitor / Reverse Proxy that enables a developer to view all of the HTTP and SSL / HTTPS traffic between their machine and the Internet. This includes requests, responses and the HTTP headers (which contain the cookies and caching information).
Mono Fiddler
The Linux version of Fiddler
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Need a Linux or Mac build?
Check Out the Alpha Build
For Mono framework
For more details please check Mono Fiddler