how to make macbook pro virtual router

I want to create a virtual proxy server which i can connect devices like mobile phones to it via wifi to use internet over VPN.

i've been doing it in windows with proxomitron . simply i was connecting to internet connection using wifi after that i connect to vpn connection after that i'd run proxomitron which was configured in ip range of 192.168.0.1 to 192.168.0.127

then i'd connect to this proxy server from my phone which it was connected to wifi modem directly > i needed to go to saved network and then set proxy address and port in my mobile phone then try to connect to network .

with this way i could use VPN on my phone from my windows laptop .

can someone show a way to do this in mac ?

i'm using mac book pro retina 13