You need to pair the BT first. typically it does not succeed because OS X default password is 0000 and BT typically 1234. You need to pair it manually.
I look all over the web but I cant find out how to connect with mac OSX. It refuses pairing becuase I cannot find out the key. I tried with the "no key" option and it looked like it work, but it cannot connect thrue SimpleBGC. Have you tried to connect via Mac (OSX) Garug?
Yes I have several BT modules working on OSX, they al have key 1234. You need to find the pairing key for your module.
Make sure also you have connected it correctly. Tx goes to Rx. But first step is to get OSX showing it is connected, then select the correct BT module on GUI and if everything is ok, it will connect.