You can make your own very easily, even with the compressed Win-only versions. Download the RenPy SDK and create a new game, give it a name and go on with the default options. Now go to the folder the SDK created, enter the "game" folder and delete everything inside.
Download any game you want to play, Win version. Extract the zip, ignore the files and go inside the game folder, copy everything and paste in your game folder created by the SDK. Go back to the SDK, click on your game and Launch. Now you have your own Mac version, it saves normally and everything else. If you want, you can generate a distribution file for your version, but I rather just play it like that.