Hi Richard. I don't think there is an application that integrates with Finder. Apart from Microsoft Document Connection, there was another app in the Mac Store that may have synced documents from SharePoint Online.
SharePlus - itunes.apple.com/.../id411466135
But last time I checked, it couldn't be downloaded because a certificate was incorrect or the application needed to be verified again in the store. That was a few months back. Maybe its available again.