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?
[Feb 2017] It is now possible to do this without the dotBunny plugin.
i.e. Support is built into Unity natively.
Just to repeat, you don't need to fiddle with Unity, just VSCode.
Instructions here
Instructions are incomplete though, and I didn't take screenshots (please do!), but basically what I did was:
(...and please improve these instructions as you go, I'm working from memory...)