Since final version of El Capitan arrived Mac users probably noticed that Winbox version will not run anymore, instead showing following error:
The application X11 could not be opened. An error occurred while starting the X11 server: "Failed to activate core devices." Click Quit to quit X11. Click Report to see more details or send a report to Apple.
First you have to install XQuartz, next right click "Winbox3" application inside Applications folder, select "Show Package Contents" and than double click "Wineskin" icon inside it. Next click "Advanced" button and go to "Options" tab. Just select last options to use XQuartz instead of builit-in Wine X11. Close all windows and you're done - you can now run Winbox like before without compromising security of OS X