Using debugProxy from the command line.
The simplest way to use the proxy is with the curl program. A username and password are generated when you create a session. (Note the --insecure option aparently don't work with the version of curl that ships with OSX, with this version you will need to skip this step and download the root certificate)
curl https://www.google.com/ --insecure --proxy $username:$firstname.lastname@example.org:8080
The above curl command uses the --insecure option. This option can be omitted if you download the debugProxy CA certificate.
curl https://debugproxy.com/certificates/pem > debugproxy.pem
The debugProxy CA certificate can then be used with the --cacert option instead.
curl https://www.google.com/ --cacert debugproxy.pem --proxy $username:$email@example.com:8080
If these commands work as expected the requests and responses will be on the dashboard.