I searched all over the Mac for the save game files, checking the multitude of hidden folders in "Library" for the save games, and then discovering the "Show Package Contents" suggestion here, but I couldn't find anything.
Finally, I noticed an option in the "File" menu at the top when you start Master of Orion 2 called "Export Game Data". When you export your game data, you save it to a file with a name like "Master Of Orion 2 2013-07-13 at 12.45.44 PM.boxerstate". Now, when you click "Show Package Contents" on this particular file, you should see a folder called "C.harddisk" which contains SAVE1.GAM through SAVE10.GAM along with other files such as LASTRACE.RAC for the most recent custom race I'm guessing.
So, if you want to start a new game and use all the save slots, you can save your game data somewhere and then go to "File" on the top menu and select "Reset Game Data" to give you a blank slate. Then later on you can "Import Game Data" to get your old saves back. Hope this helps.
(with a Mac using OS X 10.8.4)