Ah sorry, I stand corrected. I was reading your code as: for( do { tie my @x, "MyClass", "first", "second"; @x } ) {

So indeed: for( @{ tie my @x, "MyClass", "first", "second"; \@x } ) {

will make for() iterate over a tied array. In fact,

use strict;
use warnings;

package MyClass;
    use Tie::Array;
    our @ISA = ('Tie::Array');
        our @data;
    # mandatory methods
    sub TIEARRAY { my $class = shift; bless \@data, $class; @data = @_
+; return \@data }
    sub FETCH { print "FETCH: "; my ($self, $index ) = @_; return $dat
+a[$index] }
    sub FETCHSIZE { return scalar @data }

package main;

    sub wrapper {
        tie my @x, "MyClass", @_;
        \@x;
    }

for( @{wrapper("first", "second")} ) {
        print "In loop = ";
        print "$_\n";
}
[download]

also works. So it's quite close to what I want, yay. Any improvement is welcome :-)