How wouldn't it support OSX. You just set it up as the device that provides a mac with it's network. It doesn't have anything to do with OS's

wait do you mean you want to run it on OSX, or that the DNS in OSX is somehow different, and wont work with pihole as its server?

The idea is you use some inexpensive hardware (like a Raspberry Pi) and simple set all your devices to use it as a DNS server.