Alright this was actually trivial to accomplish it seems.
I just created a little objective c interface to handle my callbacks, set NSApp's delegate to my own callback which SFML doesn't appear to touch, then created a menu and added it via [NSApp setMainMenu:];
I then populated the menu with the standard menu item entries like about, show all, hide, and quit.
I was able to do all of this inside of my own initialization routines and didn't need to mess with nib files or cocoa runloops or anything, in about 40 lines total i'd guess.
Finally wrap the code in a #ifdef for mac platform.