~/Library/Application Support/Steam/steamapps/common/dungeons of dredmor/game/ (I don't have a mac so just basing this on the windows folder structure)
Ah, finally found them. I had actually found ~/Library/Application Support/Steam/steamapps/common/dungeons of dredmor/ myself, but I didn't realize that the "Dungeons of Dredmor.app" in that directory was a directory itself. The full path is ~/Library/Application Support/Steam/SteamApps/common/dungeons of dredmor/Dungeons of Dredmor.app/Contents/MacOS/game