I'm afraid the Mac client isn't able to use SNATT. I just don't think they implemented it. As I understand, it works by tunneling UDP packets across a TCP tunnel. It negotiates connection by the Slingplayer client and the Slingbox server starting a handshake with a centralized server. Once it has been established then it hands over the communication between the two. Acting like one of those phonw switch board operaters to see in old movies.
To improve the connection over the standard TCP stream, you can enable ICMP (ping) on the public interface of the router which hosts the Slingbox. This will give the Slingplayer another dimension in their algorithm to negotiate better throughput. Otherwise, you'll have to get a router which can manually adjust the MTU settings.
Another work around is to use a VPN provider like mentioned in this post, (http://placeshiftingenthusiasts.com/forum/sling-catcher-forums/slingcatcher-cannot-connect/#p850)