Answer by Herb Schulz for Adding a new engine in TeXShop

Unless you always want to use xindy -g you may not need to do much to use pdflatexmk by creating a platexmkrc file that contains the line

$makeindex = "texindy -g %O -o %D %S";

(add a blank line after this) and place it in the same directory as the project that needs it. PS: the file has a leading 'p' in its name because it's meant to be used for a project and will be used for all files in the same directory as the file. Then place the line

% !TEX TS-program = pdflatexmk

near the top of your root .tex file. From then on using Typeset->Typeset (Cmd-T) will completely compile your document.