After some experimentation, I got it working on OS X 10.5.6. It pretty much has to be done the way it was mentioned... Through mono, with the Linux build. Here's how I did it:
1. Install mono for OS X.
2. Copy the SDL framework for OS X into your /Library/Frameworks directory.
3. Copy SDL_mixer framework into /Library/Frameworks directory.
4. Copy SDL_image framework into /Library/Frameworks directory.
5. Copy SDL_gfx framework into /Library/Frameworks directory. This is the difficult one. It's not too easy to find this framework for OS X. Sorry but I forgot the link where I got it from. I got it from a zip file called sdl_with_friends.zip. Either find one, or compile the library yourself I guess.
6. In Terminal, go to the directory where you un-tarred the linux build. In the directory with the executable, type: mono Dyson.exe
Before installing the additional frameworks, I would get errors in Terminal here. If you get any additional errors, it'll probably tell you which framework it's trying to find and you can look for it.
That should get the game started. I had a problem in windowed mode where the hit-testing for the buttons was all messed up. Clicking on the buttons didn't work, but sometimes clicking somewhere else on screen would trigger a button. If you manage to get the game into full screen mode from the options menu, everything will resolve itself. I found that to get into the options menu, holding down the left mouse button and dragging to the options button would highlight the button. Clicking again on the button would trigger it. Mess around like that a bit in the menu, and you should be able to get the fullscreen option enabled... Good luck!
By the way, this is a cool game!