This might be of interest.

http://stackoverflow.com/questions/2061194/swing-on-osx-how-to-trap-command-q


Also a quick example to intercept the escape key on Windows (my mac is packaged so I won't try anything mac-specific).

1. void setup() {
2.   addKeyListener(this);
3. }
4. void draw() {
5. }
6. public void keyPressed(KeyEvent e) {
7.   if ( e.getKeyCode() == KeyEvent.VK_ESCAPE ) {
8.     // Do nothing...
   
9.   }
10. }