Most instructions on the web have you install OSXFUSE from the github link, but I've had better luck with homebrew:

brew install osxfuse

Install SSHFS

Install sshfs from the terminal

brew install sshfs

Mount the filesystem

before you can mount the Beaglebone's file system you'll need to make a target for it on your Mac

mkdir ~/beaglebone-shared

Now you can mount to it

sshfs root@ /Users/<youraccount>/beaglebone-shared

...of course you'll want to replace the ip address with the one of your Beaglebone, and youraccount with your account on your Mac.

You'll be asked for the root password of your Beaglebone but once given you'll be able to access all the files on your Beaglebone! Test this with

ls ~/beaglebone-shared

Unmount the filesystem

After you're done working, you'll want to unmount the Beaglebone's filesystem. Be sure your local shared directory is not in use (including any open terminal sessions that might be sitting in that directory) and then

sudo umount ~/beaglebone-shared