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 11233 | "C:\Program Files\Wireshark\Wireshark.exe" -k -i -