You group by pressing ctrl - (1-9), that will work fine. The thing is, selecting the group with alt won't work, probably only for windows. You have to use the command key (the apple key). so  - (1-9) selects the group you made.

You can switch between alt and ctrl modus by typing +switchalt ingame.

Strangely, I discovered that for some reason on my Mac I have to hold both Control and Option (Alt) to assign a group, whether "+switchalt" is set or not. Then I can recall the group with a single press of the number key. Same weirdness goes for self destructing (sometimes I need to nuke an obsolete building), where I had to hold Shift and Control when pressing D.