EDIT: I recently realized that XE4 can debug dylibs on Snow Leopard. So, load up an old version of OSX, if you've got one lying around.
Ok, here's the solution:
1) Switch over to Delphi XE5
1a) Wait for bitterness over upgrade price to subside. This may take a while. Consider waiting for XE6 to come out first.
2) XE5 Does track which libraries are loaded by an executable process, but it still fails to deploy the debugging symbols properly.
You will have to change a filename in your OSX output directory. This directory is located at "yourProjectFolder/OSX32/Debug". Build your project, and then rename "yourProject.rsm" to "yourProject.dylib.rsm". This is the name which Delphi is trying to deploy already, so you will not have to add the file to your Deployment Settings.
I'm hoping that there's a way to automate the renaming of this file (maybe the .dproj file can be hacked). If I can find one, I'll add it to this answer.
3) Goto 1a