Use the VPN from a VM. You can also configure Mullvad to use socks so that it can only be accessed from Firefox (which has OS independent socks settings)
And then use the SOCKS proxy over Wireguard while nothing else on your system is routed through it.
That's the only way you'll get Mullvad "split tunnel" on OSX.
Edit: Should have replied to the sibling comment but I guess this will do.