Sniffing network packets from a cellular modem is actually pretty easy. It only seems daunting because at first glance you're left wondering how to acquire the packets. Nordic's nRF91 modems have a trace capability that can be used to pipe packets from the device into Wireshark over a USB connection. Here's how to use it.
The Nordic nRF91 modems include secure storage for TLS credentials. This may be used to authenticate with Golioth. The assets are stored separately from the firmware, and once written, they cannot be read back from the device. This guide shows the process of storing and using credentials.