VMware Fusion supports NAT port-forwarding, which in short, lets the host machine to forward traffic directed to a set of configured ports in a guest VM. To set this up, I needed to do the following:
Edit the NAT configuration file to add the list of ports to be forwarded in this mode. To support HTTP proxy requests, I added port 3128 forwarding to the incomingtcp section of this file.
$ sudo vi “/Library/Application Support/VMware Fusion/vmnet8/nat.conf”
3128 = 192.168.19.69:3128
Restart VMware Fusion networking.
$ sudo “/Library/Application Support/VMware Fusion/boot.sh” –restart
No restart of VMware Fusion application or the guest VM is necessary. This configuration change takes effect immediately, and from this point on the host machine acts as a stand in for the guest and will forward all HTTP proxy requests to the guest VM.