Got some help from here - https://blog.softwaremill.com/graalvm-installation-and-setup-on-macos-294dd1d23ca2
Downloaded GraalVM 20.3.0 from here - https://github.com/graalvm/graalvm-ce-builds/releases
Moved it into place like this:
sudo mv graalvm-ce-java11-20.3.0/ /Library/Java/JavaVirtualMachines/
Updated my ~/.config/fish/config.fish
by adding this:
set PATH $PATH /Library/Java/JavaVirtualMachines/graalvm-ce-java11-20.3.0/Contents/Home/bin
set GRAALVM_HOME /Library/Java/JavaVirtualMachines/graalvm-ce-java11-20.3.0/Contents/Home/bin
Reloaded config/reloaded iterm and then installed native-image like this:
gu install native-image
NOTE: If you receive an error about the package being damaged when you attempt to install native-image you missed a step from the GraalVM docs. You'll need to do this:
sudo xattr -r -d com.apple.quarantine /Library/Java/JavaVirtualMachines/graalvm-ce-java11-20.3.0/