I encountered this problem and there was no clear explanation about how to work around this bug.
The latest version of R (v. 3.1.2) for OS X Mavericks freezes in Yo
For anyone here with version 3.4.1 (2017-06-30) -- "Single Candle" and running Mac OS X Sierra 10.12.6 with the same problem, I find that I can usually save an image I create if I save it in the current working directory. However, if you need to save an image in a specific location and the GUI freezes up, try the following command (for pdf images):
pdf(/path/to/location/name.pdf)
plot(x, y, ...)
dev.off()