I managed to mess that up, so let me tell you how NOT to do it, and also how to do it:
Find the save file. Can be a bit tricky on Mac since the user/library-folder, at least on my computer, was hidden. Google how to show hidden folders in OSX.
Don’t open the save file before making a back-up! If you open it up with the default text management program on Mac (again; at least in my case), you ruin it. Check the CDDA wiki page, a few usable editors are listed there. http://cddawiki.chezzo.com/cdda_wiki/index.php?title=Savegame_Editing. You don’t need to open the save file at all to transfer it, really. The save file is the one ending with .sav
Create a new world, exit the game and put the .sav file in the folder for that world. Now you should see that you can choose your transfered character in the new world. You’ll start in a random location (I think, I started in the middle of a forest when I tried it. Perhaps you’ll end up in a locked bank vault or next to a Shocker Brute, who knows?).