This is the reason why, i'll explain how to create a tinyproxy's package including this compilation option.

First, edit your /usr/ports/www/tinyproxy/Makefile like the following:

# New ports collection makefile for:    tinyproxy
# Date created:         01 Jul 1999
# Whom:                 Mitsuru Yoshida <mitsuru@riken.go.jp>
#
# $FreeBSD: ports/www/tinyproxy/Makefile,v 1.30 2009/10/19 18:41:40 wxs Exp $
#

PORTNAME=       tinyproxy
PORTVERSION=    1.6.5
PORTEPOCH=      1
CATEGORIES=     www
MASTER_SITES=   https://www.banu.com/pub/tinyproxy/1.6/

MAINTAINER=     wxs@FreeBSD.org
COMMENT=        A small, efficient HTTP proxy server

USE_RC_SUBR=    tinyproxy.sh
GNU_CONFIGURE=  yes
USE_GMAKE=      yes
CONFIGURE_ARGS= --bindir=${PREFIX}/sbin \
--with-config=${PREFIX}/etc/tinyproxy.conf \
--program-transform-name=""
MAKE_JOBS_SAFE= yes

MAN8=           tinyproxy.8

OPTIONS=        REVERSE "Enable reverse proxy support" Off \
TRANSPARENT "Enable transparent proxy" Off

.include <bsd.port.pre.mk>

.if defined(WITH_REVERSE)
CONFIGURE_ARGS+=        --enable-reverse
.endif

.if defined(WITH_TRANSPARENT)
CONFIGURE_ARGS+=        --enable-transparent-proxy
.endif

post-patch:
@${REINPLACE_CMD} -e 's|-O2||' ${WRKSRC}/configure
@${REINPLACE_CMD} -e 's|/etc/tinyproxy/tinyproxy.conf|${PREFIX}/etc/tinyproxy.conf|' \
${WRKSRC}/doc/tinyproxy.8
@${REINPLACE_CMD} -e 's|/usr/share/tinyproxy|${DATADIR}|' \
${WRKSRC}/doc/tinyproxy.conf

post-install:
@if [ ! -f ${PREFIX}/etc/tinyproxy.conf ]; then \
${CP} -p ${PREFIX}/etc/tinyproxy.conf-dist \
${PREFIX}/etc/tinyproxy.conf ; \
fi

.include <bsd.port.post.mk>

Be carefull, note that indentation is really important in Makefile!

Now just create the package by using:

make package

After a few seconds you'll have a pakage store in this path:

/usr/ports/packages/All/tinyproxy-1.6.5,1.tbz