Any tips for running mitmproxy on OSX?

You can use the OSX open program to create a simple and effective ~/.mailcap file to view HTTP bodies:
application/*; /usr/bin/open -Wn %s
audio/*; /usr/bin/open -Wn %s
image/*; /usr/bin/open -Wn %s
video/*; /usr/bin/open -Wn %s