First of all I suggest you read the RouterOS manual instead of the Linux manual as RouterOS is actually an improvement on what they offer there. Anyway had you searched 'transparent proxy' by clicking the manual button on the home page of MikroTik web site you would have found:
Also you need to setup destination NAT in order to utilize transparent proxying facility:
[admin@MikroTik] ip firewall nat> add chain=dstnat protocol=tcp dst-port=80 action=redirect to-ports=8080
Substitute 8080 for whatever port you're using with your proxy.
Furthermore your IPTables reference the sentence reads "This target is only valid in the nat table, PREROUTING and OUT-
The comma implies it's a logical AND. And yes it's possible to access both OUTPUT AND PREROUTING chains, you just click the drop down in Winbox or specify it by hand on the command line.
Sure web-proxy in ip-proxy are different programs, one is based on Squid and another is an improved version that MikroTik wrote from scratch. But the reason for the difference is to maintain control over code base in new improved written from scratch version, not because some stupid people ran transparent proxy on Routerboards. If you are silly enough to run either version on a Routerboard then your NAND will still wear out but it is possible. Continous NAND storage access such as proxy requests will wear any flash out.
So finally yes of course I have transparent caching web proxy setup working in BETA10, and so does a few other people.
I don't personally use bridges but to the best of my knowledge the transparent proxy works in bridge mode. It never used to long ago, and then it did, and I'm actually not so sure about the new written from scratch version, but I tested in in the previous version of Mikrotik in bridged mode and it worked. Can you simplify your setup by getting rid of the bridge? Here is the old documentation that says the transparent proxy doesn't work in bridged mode and why:
http://www.mikrotik.com/documentation/m ... proxy.html