`Double-click -> Esc` then `Right-click -> Open -> Open` to get around the security of the mac gatekeeper. Apparently the Gatekeeper considers it more intentional and trusts you more as a user when you right click.
After that most games perfectly! It only has to be done once and recently I was involved in a gamejam and every single mac game I had to do this and it worked perfectly for all of them too.
This would let you replace that scary warning on your page with something more mild. Good Luck!