I did. Blades of Avernum, Avernum 4, 5 & 6 works fine. Except the other three.
But if you downloaded the Mac versions, it should have nothing
to do with Wineskin, since wine is for Windows programs?
They are wineskinned windows versions because the original MacOS versions of Avernum 1, 2 and 3 do not work on MacOS 10.7 (Lion) or newer. As such the GOG versions should
work on newer MacOS versions as long as wineskin used is up to date (new MacOS versions tend to break compatibility so Wineskin needs to be updated when that happens). Plenty games that used to have Mac/Linux native ports before are wine/wineskinned windows version on GOG. They simply can't be made to work otherwise. http://www.spiderwebsoftware.com/misc/compatibilityguide.html
Exile 1-3, Blades of Exile, Nethergate (original) - These games will not run on Intel-based Macintoshes. They should function on earlier versions, though you may need to install Classic mode.
Avernum 1-3 - These games will only run on versions of the Macintosh OS prior to 10.7 (Lion). We are currently working on rewrites of these games that will run on the newer versions of the Macintosh operating system. However, the necessary revisions are extensive, and the process will take some time.
There is one workaround while the new versions are being developed. One user has altered the Windows versions of the early Avernum games so that they will work on newer versions of Mac OS X. You can download them here. Please note that Spiderweb Software has not tested these alternate versions.
In addition, if you purchase the Avernum Saga series from gog.com, it comes with versions of Avernum 1-3 that run on OS X 10.7 or later. These are the Windows versions and run under emulation.
If you are using Macintosh OS X 10.6, you will need to have Rosetta installed to run the Avernum 1-3 games. You can learn how to install it here.
Geneforge 1-5, Avernum 4-6, Blades of Avernum, Nethergate: Resurrection - These games are compatible with Mac OS X 10.4 or later. They will sometimes run on OS X 10.3.9.
@Ref_Rave: I recommend you contact GOG support about your issue.