Do you own a Nintendo Switch, PS4, PS5, or Xbox? The Switch version is fantastic in handheld mode. This isn't a "Mac download," but if you just want to play the game, this is hassle-free.
Before you download, ensure your Mac meets the minimum specs: Cuphead Mac Os X Download
Since there is no native version, the best performance comes from —software that converts Windows commands into Mac commands instantly. Do you own a Nintendo Switch, PS4, PS5, or Xbox
Steam Play is a compatibility layer usually reserved for Linux, but aspects of it have benefited the Mac ecosystem indirectly. Do you own a Nintendo Switch