I am trying to create a .app bundle of my mono program to run on Mac OS X, but despite having read virtually all articles and documentation on macpack and bundling mono, none of
Creating a package for MacOS X is now done using MonoMacPackager. You can find details here http://www.mono-project.com/MonoMacPackager.
However, the issue that you're seeing here is that you're missing your dll (The Nini assembly) from your package. It needs to be in your application path (after it has been bundled) to load properly.