Blender is available on mac, but although there is supposedly a plugin to allow import/export for mdx files with it, I don't believe it was ever a fully functional plugin, and I never managed to get it to work. If you can get Darwine running, you can run the MDX-L converter through it, among other things, and from there, you can make some changes with either TextEdit for things like particles and the like, if you know how the file format works, and you can also use Warshape, which is Java based and therefore works on most operating systems, although I'm not sure how much you can do with it. Personally I just use bootcamp if I need to do any proper modeling.
If you're lucky you might be able to find a version of Darwine with working OpenGL support, which might let you use some of the Windows Model Editors, probably not Max though.
Hope I helped a bit.