I tried ⌘tab / alttab / esc (that only opens the menu).
It's hard to check the internet (friends/work/emails/etc) while in full screen and needing to save and exit every time.
Running on OSX Mountain Lion.
Cmd + Tab mostly works here on 10.11.6. Obviously it's been quite a while, but have you tried it again yet or figured out a way?
The issue is that it can't switch back to the app without clicking on it in the Dock -- Cmd + Tab brings the app's name back to the menu as it's focused, but the window does not reappear as it should. Clicking on it in the Dock works though, as with most apps that have this problem.
The Mac OS X equivalent of Alt + Tab is Cmd + Tab; Alt + Tab is useless, and Cmd + Esc` too.
Another option is to use Mission Control: Three-finger swipe up or press Ctrl + ↑, then click another app to switch to it (based on El Capitan/10.11.6 -- may be slightly different back on Mountain Lion)
Some apps also support using Cmd + F or Cmd + Ctrl+ F (the OS standard) to switch to/from full screen mode, and other shortcuts like Cmd + M to minimize the window, but this game does not seem to.
Another important shortcut on Mac is Cmd + Option + Esc, which is similar to Windows Task Manager, but only in the sense that it lets you Force Close any open apps easily -- Activity Monitor is the real Mac equivalent of Task Manager. Cmd + Option + Esc will often take the focus away from a fullscreen app and leave you at the desktop (it does for The Cave), but some apps are automatically force-closed when this keyboard shortcut is used, most notably almost anything running full-screen through Wine.
The shortcuts for any apps that support Mac's native menubar style should be easily found by clicking an option in the menubar and looking at the side where it lists a keyboard shortcut for an option if there is one -- you can also hold Shift or Option to reveal non-default shortcuts in some of the menus. This game only has the menu by the app's own name where About & Quit are the most useful options though. Not all apps/games do support the native menubar style though, and because of that it's not easy to find some shortcuts.