Hi, I think without VMware Tools the best option would be network sharing.
With OS X on the host side you should be able to utilize SMB sharing to mount a host directory to the guest OS.
The easiest approach that does not require any network connection at all is to use USB-sticks.
You could also use ISO-files. To read ISOs from the malwareVM you just assign the ISO as cd/dvd-drive. To write to ISOs stored on the MACOS host you configure a guests CD-drive so that it can be used as a CD/DVD writer.