(tested on Lion)
You probably need XCode and the XCode command line stuff installed. Get XCode from the Mac App store and setup the command line tools from within XCode or from the command line itself.
http://osxdaily.com/2014/02/12/install-command-line-tools-mac-os-x/
$ wget http://repo.continuum.io/miniconda/Miniconda3-3.7.3-MacOSX-x86_64.sh -O miniconda.sh
$ chmod +x miniconda.sh
$ ./miniconda.sh -b
$ export PATH=/home/grid/miniconda/bin:$PATH # you'll probably want to do this permanently
$ conda update conda
$ conda create --name=gridgen python=2.7 pip nose matplotlib numpy --yes
$ source activate gridgen
$ conda install -c https://conda.binstar.org/asmeurer pyproj --yes
Or for more adavanced map-related plotting:
$ conda install basemap --yes
$ mkdir sources && cd sources
$ git clone https://github.com/geosyntec/pygridgen.git
$ cd pygridgen/external
$ cd nn
$ ./configure
$ make clean
$ sudo make install
$ cd ..
$ cd csa
$ ./configure
$ make clean
$ sudo make install
$ cd ..
$ cd gridutils
$ ./configure
$ make clean
$ sudo make install
$ cd ..
$ cd gridgen
$ ./configure
$ make clean
$ sudo make
$ sudo make lib
$ sudo make shlib
$ sudo make install
$ cd ..
$ cd ~/sources/pygridgen
$ source activate gridgen
$ python setup.py install