Thanks for reaching out!
When you mention the Intel Aero SDK, are you referring to a cross compiling toolchain? Or, what exactly are you referring to?
Let me know.
I have the same question. i.e Can I grab the sources, and build the software for the Aero compute board on macOS. It would be crying shame if I couldn't, given MacOS's x86-64 native support, and this worked in the past for the Intel Galileo Board.
So, you are indeed referring to cross compiling toolchain, right? If so, I believe this would follow the same behavior as in Galileo (as you mentioned). If that was the case (which I believe it is), it should be compatible with OSX. Nevertheless, there are no official documentation about this, and you might have to set it up yourself by following Yocto's documentation.
The reason why I believe this should be compatible with OSX is because Yocto usually is and since you have to use their tools to create the toolchain, I see no reason why this time it should be different.
So, my best suggestion at this point is that you follow Yocto's Mega Manual (http://www.yoctoproject.org/docs/2.1/mega-manual/mega-manual.html) and let us know how it goes.