How to mount remote SSHFS via intermediate machine? Tunneling?

yeah tunneling. You connect machine B, create local tunnel (-L) to SSHd port of machine A then sshfs to localhost to the port of newly created tunnel.

You can use option ssh_command of sshfs to do the trick:

sshfs ma: /mnt -o ssh_command='ssh -t mb ssh'

Unmount with the usual

fusermount -u /mnt

Sorry this is 7 years late...

This is what works for me on HighSierra 10.13.6, SHFS version 2.5 (OSXFUSE SSHFS 2.5.0) OSXFUSE 3.10.4. FUSE library version: 2.9.7

Based on Rodrigo Farias's answer above + clemisch and Ohad Rubin comments for noting the -J option:

sshfs -p port finalserver_username@finalserver:/path/to/folder/on/finalserver/ /local/mount/point -o ssh_command='ssh -J intermediate_server_username@intermediate_server:port'