You can add the mitmproxy certificates to the Java trust store using [keytool](http://docs.oracle.com/javase/6/docs/technotes/tools/solaris/keytool.html). On OSX, the required command looks like this:
sudo keytool -importcert -alias mitmproxy -storepass "password" \
-keystore /System/Library/Java/Support/CoreDeploy.bundle/Contents/Home/lib/security/cacerts \
-trustcacerts -file ~/.mitmproxy/mitmproxy-ca-cert.pem
Note that your store password will (hopefully) be different from the one above.