
Running macOS Sierra 10.12.5, I used wrapper version 2.6.2, and Wine engine WS9Wine1.7.55 to create a blank wineskin. (EDIT: You'll need more recent builds on newer versions of macOS. See above.) You don't need the Gecko or Mono packages that Wineskin Winery will prompt you to install when creating a new wineskin. They will just take up extra space!
On running the Wineskin, you'll choose "Install Software" and point it to the KotC installer. (To see this menu again, you'll need to open the wineskin wrapper by right clicking it, and choosing "show package contents." It's the app inside the wrapper simply called "Wineskin.")
Once installed, all you have to do to get KotC running is to execute a "winetrick" (under Advanced > Tools) called d3dx9 to install the necessary DirectX dlls that KotC needs. Then, I found it neccessary under "Screen Options" to check the box to "Use Mac Driver instead of X11" in order for the window to have proper borders.
You can also use a tool called BeCyIconGrabber to extract the KotC icon from the Windows executable as a PNG that you can use as an icon for your wineskin.
Hopefully it will work as well for you as it does for me!