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Ok, so I was running "test_asyncore" and not "test_asynchat".
The issue on OS X is that when a new socket is connecting, select.poll() 
shows the socket as being writable when it first connects, but using my 
variant, .connected is False while it's waiting for the connection.
Options:
If we swap the pollin/pollout conditions, that would fix the hang on 
mac, but cause the hang on others (I'm not really worried about not 
doing a write after a read, .push() in asynchat performs an immediate 
send).
If we get rid of the .connected check, then when a .read() fails and 
causes a close, then we get an exception in handle_write().
If we swap to Giampaolo's variant, then we could lose data that was 
legitimately sent by a client.
I've got a version that doesn't hang on OS X, and should work on all 
platforms. It's ugly, but it works.