I have a wired connection over a proxy server, and I'd like to share it over wireless to my iPad / other devices without proxy. Is there some software or something that allows me to do this?
On OS X this is definitely possible using IPFW and redsocks (tested working on Mountain Lion and Mavericks). Basically you configure your iPad to use your Mac as the next hop, and then configure IPFW to redirect TCP connections to the proxy. With some tweaking, this can be made to work even over Bluetooth PAN!
IPFW is built in,and redsocks can be installed via HomeBrew
You should enable IP forwarding and set the scoped route flag as mentioned at http://lucumr.pocoo.org/2013/1/6/osx-wifi-proxy/ (Disclaimer: I am not the author of the linked post) and then configure redsocks to point to your parent proxy. Finally, start redsocks and add an ipfw rule like so:
(The not dst-port 22 is to prevent proxy connections from being proxified leading to an infinite loop)