Tested on iMac 2012 27 inch i5 2.9 GHZ on OS X 10.8.4 8GB Ram. Video and gameplay seems smooth. Played for about 30 minutes with no issues. I did the following to get it to work:
Created Steam bottle
Installed Metro 2033 via Steam (I let it install whatever it wanted)
Reinstall DirectX 9 into the bottle using Crossover version
Reinstall Nvidia Physx from the Community Supported Apps section via Crossover
After that, it launched and played OK. I hope this helps someone.