Preparation
You need tcpdump for Android (I used it from the “Shark for Root” app) and Netcat for Windows (I used Ncat from Nmap for Windows).
Setup Capturing
Open 3 shells. Run these commands:
1st shell:
adb shell "su -c '/data/data/lv.n3o.shark/files/tcpdump -n -s 0 -w - port 443 | nc -l -p 11233'"
2nd shell:
adb forward tcp:11233 tcp:11233
3rd shell:
ncat 127.0.0.1 11233 | "C:\Program Files\Wireshark\Wireshark.exe" -k -i -