The thing is that TortoiseHg ignores modules installed with pip or easy_install on mac os.
Instead you have to copy mercurial_keyring.py, mercurial_extension_utils.py and keyring (whole keyring folder) to TortoiseHg.app contents python folder:
TortoiseHg.app/Contents/Resources/lib/python2.7/
You can do so by going to applications and right click on TortoiseHG.app then select Show Package Contents
The modules version can make difference too so make sure you pick right modules for your tortoiseHG version.
Links to modules:
Credit goes to "Anonymous" in TortoiseHg mailing list