I can confirm that Bluetooth tethering works in Mac OS X as well.

I read in a few places that it is not supported OOTB so i installed the bluetooth DUN script from app manager.... It worked right away. I did a factory reset on the device a few days ago, wiped it clean.

When I paired with my computer again, the DUN services were recognized, even though I did not install the app again and tethering still worked.

Your mileage may vary.