You can now build CyaSSL 1.9.0+ with the latest sources available from curl at git clone git://github.com/bagder/curl.git.
To use it.
1) get CyaSSL 1.9.0
2) ./configure --disable-static
4) sudo make install
1) git latest curl sources from above link
3) ./configure --disable-shared --with-cyassl --without-ssl --enable-debug
You'll now have a new curl with CyaSSL in src/. If you're not loading all the CA certificates you need to verify sites for testing use -k to do insecure mode, e.g.,
./curl https://gmail.google.com -k