Direct macOS users to brew install
I went to download and run the latest PyPy from the downloads section of the pypy.org site. Because the binaries aren't signed, I have to manually approve them when executing and couldn't get things working.
I found there is a homebrew formulae, which is easier to install, and is signed.
To keep other users on the happy path, I think it would be worthwhile saying both on the download page and in the install guide in the documentation that macOS users can install via homebrew.