Sometimes you need a proxy server. Not because you really want to proxy and cache stuff, but because you want to study the behavior. Yesterday was such a day for me. I just wanted to see what calls were made by a program and I needed something to intervene. Not something fancy. I went to DockerHub searched for squid in the box and sure enough, Canonical has an image uploaded:
docker run --rm -p 3128:3128 ubuntu/squid
That single line pushed things a bit forward for me last night.
Managing organized complexity 
MS Fiddler not good enough?