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.
Your target hardware can be in a different part of the world while you develop your Zephyr app. Segger tunnel mode on the J-Link programmer means it doesn't matter if your hardware is on the desk in front of you, or back at the office.
