I have it working both using Avalon on my work machine and at home I just use VMWare Fusion and boot up windows in the seamless mode so it looks like it's just an app that runs on the mac. Both options work okay but I personally I'm not a huge fan of Avalon. I just have it in case I get bored and want to read lnet. I did at one point set up bootcamp and dual booted but that ended up being more of a pain than anything.
The only thing is I set up my macros with "Alt" and I constantly accidentally hit "Command+Q" instead of "Alt+Q" and well that closes anything I have open.
Elementary my dear Watson!