Proxy settings for iPhone, 3G connection

Solution 1:

Yes, you can set a Global HTTP Proxy on iOS devices, which routes all network traffic, regardless of connection, through your proxy server.

The simplest way is to use Apple Configurator, available free on a Mac using the Mac App Store. You will need to enroll your device via USB cable into "Supervised" mode. This will wipe your device. After this you can install a profile with a Global HTTP Proxy setting included.

If you are doing this across an enterprise, many tools exist, such as AirWatch or Casper Suite.

If you don't have a Mac and don't want to pay any money, you can also custom write your own XML-based profile, although I think it's safe to say you're beyond my comfort-level in directing you here.

Solution 2:

Generate a mobileconfig using a tool such as hhttps://github.com/andris9/mobileconfig. Load the mobileconfig by opening it in the iOS mail client. Remove it from Device Configuration when you're finished testing.

This method neither requires a Mac OS X computer, nor a jailbroken iPhone.