If you just want to develop a program using the mbedTLS lib, you'd just develop it on a cross-compiling machine, dynamically link it against
libmbedtls, install the run-time on the Omega2 via
opkg install libmedtls and transfer and run your cross-compiled binary there.
Depending on configuration changes (
config.h) and version incompatibilities (above is
libmbedtls_2.5.1-1) however it might be just wiser to cross-compile everything and transfer the cross-compile mbedtls libraries with the program together in one go. Or just link it statically.