You can of course, just use Fiddler on a Windows PC and point the Mac/Linux box at it. http://www.fiddlerbook.com/fiddler/help/hookup.asp#Q-NonWindows
You can also run Fiddler in a Windows or Linux virtual machine on the Mac itself: http://blogs.telerik.com/fiddler/posts/14-01-15/running-fiddler-in-virtualbox-on-mac
