Ah! You should edit panda/src/gles2gsg/gles2gsg.h, and find these lines:
#include <GLES2/gl2.h>
#include <GLES2/gl2ext.h>
Replace it with:
#ifdef IS_OSX
#include <OpenGLES/ES2/gl.h>
#include <OpenGLES/ES2/glext.h>
#else
#include <GLES2/gl2.h>
#include <GLES2/gl2ext.h>
#endif
I’ve just committed this fix, too.