It is possible to sniff the traffic from an iOS device without the need for a proxy or jailbreak!
If you have a mac there is a command "rvictl" that allows you to capture any traffic for an attached mobile device.
Simply attach a device via the USB cable and run the command rvictl with -s to start the capture and the udid of the device attached.
rvictl -s <udid>
You can now use tcpdump or wireshark to capture the traffic.
Handy little trick for troubleshooting and sniffing traffic that I didn't know existed. I think it will only capture WiFi traffic, I haven't played to see if it will grab mobile network traffic.
Every day's a skool day!