On your iOS settings:
- In Wifi
- Select the (i) information icon next to your wifi network
- On the bottom of the screen is the HTTP Proxy settings
- Set this to Manual
- Type in the Server IP address and port of your proxy
Now your HTTP traffic should flow through the desktop proxy.
iOS does a pretty good job of caching so I either clear the cache before I start testing use the Safari Settings and "Clear Cookies and Data" or use the "Private" link at the bottom of Safari to start a new session.
I found iOS doesn't like connecting to some networks, and so I setup a local hotspot with connectify.me and that made my life a little easier.
Remember to switch off the proxy when you are done.