According to the help for org-open-at-point it should work if you give a double prefix argument. I tried C-u C-u C-c C-o and it opened a link in finder.
I normally prefer dired, but when I need finder, I use Keyboard Maestro to associate H-f to bring the finder to focus in a manner specific to the current application. So when emacs is the current application, Keyboard Maestro will send the following keystrokes to emacs to open finder in the directory associated with the current buffer: M-! open .
For the case where other applications other than emacs are the current application, I can configure the macro to bring up finder using the various application specific menu options to show file in finder. If there are no specific configurations for the application, then it just switches to finder.
Mark