How to type in Cantonese in OS X?
You can use 3rd party input method named "RIME".


You can download RIME by goto: http://rime.im/
Unzip downloaded file and run Installation.
After install was successfully, you need to login your account again.
Click on Squirrel Input Method icon (on top menu) and choose Settings....
You will see list of setting files, open file named default.yaml and edit like below:

After editing, save file and close.
Click on Squirrel icon then choose Deploy.
You now can type Cantonese!
zuk nei cing gung -> 祝你成功


Sorry I can attach only one photo.