Importing Nemesis Challenge into the Mac version of Cave Story+ was successful.
I have made a patch that contains all the differences between the "data" folder in the Windows version and the one in the Mac version. Since it is only a patch, it will be useless unless you have already bought Cave Story+ either from Steam or from the Mac App Store. It does not contain CS+.exe or icon.bmp, because those are only used by Windows.
Here is a download link to this patch.
If anything, it is useful for playing the Nemesis Challenge on a Mac, since Nicalis has no plans to update the Mac version. You can skip having to obtain the Nemesis by editing mods.txt and setting them to "unlocked", which mods.txt itself conveniently explains how to do. This works for Curly Story and the other Challenges as well.
As it turns out, Cave Story+ for Windows and Cave Story+ for Mac really aren't all that different; all the data for the Mac version is in the same "data" folder as the Windows version, but "data" is found within "resources", which is found within another folder which is the root of the contents of Cave Story+.app. These parent folders are what makes Cave Story+ compatible with Mac.
As far as the rest of the Cave Story+ patch goes, everything seems to be pretty normal, except for one thing: The Remastered soundtrack does not work. Sometimes when going through the Music selector in the Options menu, Cave Story+ crashes, and sometimes it just goes to "New". This is because the CodeResources file in the compatibility folder does not utilize it. The reason it didn't work even after I patched it is because this file was not in the Windows version and so I could not make it part of the patch. If equivalent code exists, it probably exists within CS+.exe, the Windows executable for Cave Story+. I don't know how to mod that but I don't think it'd be too hard for someone who actually knows how to do such a thing, and it'd probably be even easier if you could find out what code they use in CS+.exe.
I also do not know what the deal is with the Xmas thing. I don't know much about it so I don't know whether it is working or not, and if not, how to get it to work. Maaaybe you could post some Xmas-related code in the CodeResources from CS+.exe but I don't know.