Not that i'm a fan of the 'Chosen one' trope but, introducing Mac as a supernatural figure (former, current or somewhere in-between) would certainly fit the notion that Harry has been 'watched over' most of his life if not all, by interested outside parties and figures. Consider all of Mac's appearances as a more Watsonian variation:
-SF and FM: Introduction to his bar and character as a sort of 'Supernatural hangout' for Chicago. A place where various important events can and might go down early on. FM also has the last meeting between Harry and Kim Delany, the first apprentice and first 'major' direct loss/death to Harry in the books (discounting off screen deaths or supposed deaths like Malcolm, Justin, Elaine etc.), in Macs.
-Death Masks gives us out first real intro to the Accords and how they might work in the DV. Major potential turning point in the war between the Reds and WC. Additionally first introduction to the Nickleheads. Meeting with Ortega takes place there.
-Dead Beat is the mini 'war council' where Harry becomes a Warden. Mac's again is the meeting spot for a major event in Harry's life, his growing potential reliance on the Council and theirs to him. Introduction to Kemmler, Necromancy and the stronger consequences of the war/possibility of the Council 'rotting' from within.
-Proven Guilty the summit between Winter Lady and Summer Lady occur at Mac's. The idea of Mab being 'crazy' is brought to the forefront, (hand in hand with the first likely examples of Maeve's N-fected lying behavior), as well as Harry's ever increasing involvement in the Fae realm.
-Small Favor surrounds the events that would involve the Denarians once more as well as the Archive in greater detail. Additionally we are introduced to Uriel, and greater insight into the potential 'behind the scenes' machinations at hand. Mac's serves as the confrontation between Tiny and Harry/Murph. Also introduces us to Mac's secret 'Gods beer' brew.
-Changes of course has Mac as the first person Harry confides in about Maggie. He tells Dresden that he will be heading into the 'badlands, it'll be easy to get lost' and calling the situation a 'hard thing'. He offers more insight than he ever has and indeed sets the tone in his own way for everything we will come to know as a Change for Harry.
-Cold Days addressed in this topic to a degree. Following this general line of thought Harry (now the WK, another BIG change) is given insight into Nemesis and one step closer to the real answers behind everything. Mac's of course serves for the meeting between Odin and Harry where he gains some important perspective, the assault by Sharkface/introduction of Mac as a 'Watcher' and of course Mac's presence on the island.
-Skin Game has the flashback meeting between Kringle and Harry there, we are given info on the abilities of Nic and greater insight into a major plan taking place that come to surround the artifacts.
So, from this general perspective pretty much every 'important' step of the way, Mac has been there either on the fringes or directly involved. Either intentionally or by dint of having the most known 'hub' of supernatural community gatherings in Chicago, the Watcher has pretty much been watching Harry's growth all the while.
If I forgot certain books feel free to point them out.