Tailscale Funnel on Mac - problem & solution

I’ve been using Tailscale to proxy internet requests to my Mac local network via a vm with Caddy.
Now that tailscale offers funnel (amazing BTW) I set it up instead.

It’s still in Alpha and did not work out of the box in my mac, I found the issue and this is the solution (until the Tailscale team will get to it)

tailscale serve / proxy {PORT} trying to create a file in a directory that does not exists

Just create this directory and everything will work:
sudo mkdir -p /Library/Tailscale/tailscale-serve

Run the commands as described in the documentation and it will work.