I then have content rules on the firewall between the OpenVPN server and the Internet.
As an added benefit, this makes the monitoring done by all cellphone providers (not just Verizon!) irrelevant because all they see is a constant, 24x7 stream of encrypted traffic to the same IP address.
Charles: https://itunes.apple.com/us/app/charles-proxy/id1134218562?m...
Another that I have heard of but not used (your milage may vary and all that): Alice https://itunes.apple.com/us/app/alice-network-proxy-utility/...
You can also run a proxy on a server remotely and intercept all the network calls from your phone, something burp is common in the security industry. It's under your network settings, HTTP Proxy. It's more limited than an app like Charles that inspects all traffic but it's another option.
I think it's come up here a few times, with various anecdotes about surfacing badly behaving apps.