hi john.
glad you're making progress! i had a similar process, fixing one error caused 10 new ones to appear... it took me almost a week in total but it ended up working. (it was pretty adventurous, sometimes i would end up on japanese blogs and google translated the installation instructions. i love the internet).
we have very similar setups so don't give up just yet! 
another thing that came to my mind that i forgot to mention was that you'll need to run this script "change-exec-paths.sh" in the "copy_to_data_openni_path" directory once you moved its contents to the correct location (to your [example]/bin/data/openni folder) (from terminal, just cd to the directory, then run "./change-exec-paths.sh")
for the "no such file or directory"-error make sure that xcode finds all the files it needs (header files, source files, libs).
- build settings -> "header search paths" and "library search paths"
- build phases -> "compile sources" and "link binary with libraries"
what kinect version do you have? (it has to be "kinect for xbox" and not "kinect for windows" in order to work with os x)
can you build & run the default openframeworks examples? especially the kinect example? (if yes, it shouldn't be an OF error but maybe a linking error or a OpenNI or NITE one..?)
we should definitely share videos of our projects once we're finished!
good luck!