Your best choice is to run a Virtualbox with Windows 7 and do things this way. Unfortunately its the only choice and I myself use a Mac, failing that the lesser convenience is to find someone with a Windows PC / Laptop.
Thanks Mark. It's disappointing, to say the least that in 2018 a company the size of Xiaomi writes an app that's specific to a particular OS. Have they not heard of Java or Electron?
Also - and I promise you I'm not making this up; the one remaining Windows user I know of is our neighbour, a lovely 60-something retired lady. I texted her last night to ask if I could grab her laptop today. "Sure she said, come round any time. I've got a new one now"
I turned up, there was her new laptop; 15" MacBook Pro. D'oh!
Really regretting moving away from my OnePlus to the Mi Mix 2 so far. Unlocking the bootloader on the OnePlus was done with a single fastboot command, like every other Android device I've owned.
I own a Macbook for work. Even while I'm owning multiple devices with Windows it's still necessary for me to run bootcamp on my Macbook, because there's simply no MacOS support for all of the applications I use. This is just something you'll have to accept as a Mac user imo, you could have known this when buying a Mac. You can always run bootcamp or a VM for everything that is not supported on MacOS, not that big of a hassle.
The unlocking method for Xiaomi phones is pretty annoying I agree, but you only have to do it once when you just got the phone. Once you've done it it's a non-issue.