Right, sorry, this feature is not yet implemented in OSX. However, you can set the cursorHidden property, and then use base.mouseWatcherNode.setGeometry() to make a piece of arbitrary Panda3D geometry track the mouse pointer. See this thread for further discussion on this.
I tried setting cursorHidden before creating my main window, but the cursor is still visible on OSX. If I print out base.win.getProperties() after the base.openDefaultWindow(…) call, cursor_hidden is indeed set on. Any ideas?