I really like the idea of working with Visual Studio, C# and Unity on OS X.
Has anyone made debugging with C# in Unity work with Visual Studio Code on OS X?
Yes it works absolutely fine. Unity is C#, JavaScript or Boo. So, you don't need .NET for it. Unity uses Mono runtime. So, an existing VS project can be opened in Unity for Mac OS X.
Here is a link that helps you to attach a debugger to the VS endpoint. http://www.yunspace.com/2015/01/19/integrating-visualstudio-with-unity3d-on-mac-using-vstools/
You can try VS Tools for Unity too. http://unityvs.com
There is this awesome Unity Plugin by dotBunny that solves the problem and integrates Code with Unity tools.