Memory issue

I am runing Mono 1.9 under CentOS/Redhat on AMD64. I have built mono from the source code and now I am having memory issues with an application which processes large data amounts reading from one socket and forwarding to some other sockets.
The application and the DLL was compiled under VS studio. Originally I target 3.5 but never received any problems.
The application uses a DLL written by me which uses delegates. The application grows by about 1 MB every 1-2 minutes. The speed is very good and about 3-4 times faster than the previous Perl version. The initial memory consumption is okay, but then it grows and grows.
I have checked every new statement in the DLL and the program and can not find a memory issue.
What would you suggest me to check?
Should I compile the application also under Mono? Are there any counters available similar to perfmon under Windows to get an idea where the memory might get lost?

Thanks!

Matthias