Isn't there something like WINE for OSX yet? I think there might be WINE is the way to play Touhou on normal linux platforms (yay touhou wiki) Failing that, if you don't want to dualboot and whatnot, you could try VirtualBox and install a full copy of Windows in that - dunno what the performance would be like but hey, if it's slow, that'd make playing touhou in Lunatic mode much easier