I tried following the instructions on this blog but it didn’t work (I got a kernel extension error):

So instead I ran these two packages:
I ran their .pkg files and now I can run commands like this:
mkdir remoteserver/
sshfs jordan@[My IP or Domain]:/ remoteserver/
And it mounts in Finder like a regular directory. I can right click and eject the folder from within the finder. Neat!