Source: Better network debugging with Charles Proxy and iOS. See original post for explanation http://seanhenry.codes/ios/better-network-debugging-charles-proxy-ios/

Gemfile

source 'https://rubygems.org' do
  gem 'sinatra'
end

run

#!/bin/sh

bundle

# Use `networksetup -listallnetworkservices` to list network device names.
networkdevice=Wi-Fi
systemip=$(ipconfig getifaddr en0)
address=http://localhost:4567/proxy.pac
externaladdress=http://$systemip:4567/proxy.pac

networksetup -setautoproxyurl "$networkdevice" $address
echo "***\n\n$externaladdress has been copied to your clipboard. Paste it in your automatic proxy settings in iOS.\n\n***"
echo $externaladdress | pbcopy
PUBLIC_IP=$systemip ruby server.rb -o 0.0.0.0
networksetup -setautoproxystate "$networkdevice" off

server.rb

require 'sinatra'
require 'socket'

get '/proxy.pac' do
  content_type 'text/plain'
  ip = ENV['PUBLIC_IP']
  %(var proxy = "PROXY #{ip}:8888";
var noProxy = "DIRECT";
function FindProxyForURL(url, host) {
  if (shExpMatch(host, "*.my-app.com")) { 
    return proxy;
  }
  return noProxy; 
})
end