You are shooting compressed raw - Apple doesn't support compressed raw.
You will either have to switch to uncompressed or put up with the grey squares.
There are, however, plenty of programs (such as Lightroom) that will be able to open those compressed raw files on the Mac its just anything native Apple (such as finder and preview that won't recognize them).
FastRawViewer on the Mac is a good choice if you want to quickly view your raw files (and it supports both compressed and uncompressed raw).
